+204.3%
GLDM vs QSR
+67.3%
+137.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -5.5% | -3.9% | -1.6% | -5.3% |
| 30D | -7.0% | +5.9% | -12.9% | -7.2% |
| 3M | -12.3% | +1.7% | -14.0% | -12.4% |
| 6M | -17.9% | -1.9% | -16.1% | -17.9% |
| YTD | -10.3% | +13.6% | -23.9% | -10.9% |
| 1Y | -7.8% | +13.1% | -20.9% | -8.4% |
| 3Y | +99.5% | +21.8% | +77.7% | +97.3% |
| 5Y | +106.5% | +57.2% | +49.3% | +102.6% |
| All | +204.3% | +67.3% | +137.0% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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