+116.5%
GLDM vs QS
-87.4%
+203.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.5% |
| 7D | +2.9% | +8.0% | -5.1% | +2.6% |
| 30D | -3.9% | -2.8% | -1.1% | -3.9% |
| 3M | -8.1% | -28.1% | +20.0% | -7.2% |
| 6M | -14.7% | -41.0% | +26.3% | -13.5% |
| YTD | -6.6% | -57.3% | +50.7% | -4.8% |
| 1Y | -2.1% | -72.7% | +70.6% | +0.5% |
| 3Y | +107.7% | -18.6% | +126.3% | +107.7% |
| 5Y | +116.5% | -87.0% | +203.5% | +118.8% |
| All | +116.5% | -87.4% | +203.9% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling