+104.9%
GLDM vs QS
-58.3%
+163.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.1% | +0.9% |
| 7D | +1.9% | -2.1% | +4.0% | +1.9% |
| 30D | -1.7% | -11.6% | +9.9% | -1.5% |
| 3M | -3.5% | -25.5% | +22.0% | -3.2% |
| 6M | -10.1% | -43.4% | +33.3% | -9.5% |
| YTD | -5.0% | -60.6% | +55.5% | -4.3% |
| 1Y | +2.8% | -75.9% | +78.7% | +3.7% |
| 3Y | +105.1% | -32.5% | +137.6% | +106.5% |
| 5Y | +124.3% | -86.8% | +211.0% | +124.2% |
| All | +104.9% | -58.3% | +163.2% | +105.8% |
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 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