+118.0%
GLDM vs QS
-43.2%
+161.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.7% |
| 7D | +0.7% | +2.2% | -1.4% | +0.7% |
| 30D | +0.3% | -8.1% | +8.4% | +0.4% |
| 3M | +0.7% | -27.0% | +27.7% | +1.0% |
| 6M | -15.4% | -16.4% | +1.0% | -15.3% |
| YTD | +1.0% | -46.4% | +47.4% | +1.4% |
| 1Y | +19.7% | -41.1% | +60.8% | +20.2% |
| 3Y | +126.5% | -18.6% | +145.1% | +127.2% |
| 5Y | +142.5% | -73.0% | +215.5% | +142.4% |
| All | +118.0% | -43.2% | +161.2% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling