+121.8%
GLDM vs QS
-86.5%
+208.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.9% |
| 7D | +4.7% | +5.4% | -0.8% | +4.5% |
| 30D | -0.9% | -5.3% | +4.4% | -0.7% |
| 3M | -4.3% | -22.6% | +18.3% | -3.6% |
| 6M | -13.4% | -46.2% | +32.8% | -12.0% |
| YTD | -5.8% | -58.9% | +53.1% | -3.9% |
| 1Y | +2.1% | -73.1% | +75.1% | +4.7% |
| 3Y | +105.0% | -27.2% | +132.2% | +105.5% |
| All | +121.8% | -86.5% | +208.2% | +122.9% |
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