+121.8%
GLDM vs QS
-44.4%
+166.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | -39.6% | +38.6% | -0.6% |
| 6M | -13.7% | -21.7% | +8.0% | -13.5% |
| YTD | +2.8% | -47.4% | +50.2% | +3.2% |
| 1Y | +24.8% | -28.4% | +53.2% | +25.3% |
| 3Y | +127.8% | -22.6% | +150.4% | +128.5% |
| 5Y | +141.1% | -75.6% | +216.7% | +141.0% |
| All | +121.8% | -44.4% | +166.1% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling