+222.0%
GLDM vs QID
-97.4%
+319.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | +1.5% |
| 7D | +1.9% | +20.2% | -18.3% | +2.9% |
| 30D | -1.7% | +35.3% | -37.0% | -0.1% |
| 3M | -3.5% | +21.3% | -24.9% | -2.5% |
| 6M | -10.1% | +6.7% | -16.8% | -9.3% |
| YTD | -5.0% | -13.6% | +8.5% | -4.9% |
| 1Y | +2.8% | -11.0% | +13.8% | +3.0% |
| 3Y | +105.1% | -69.8% | +174.9% | +100.1% |
| 5Y | +124.3% | -74.1% | +198.4% | +118.8% |
| All | +222.0% | -97.4% | +319.4% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling