+213.0%
GLDM vs QSR
+69.9%
+143.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -2.0% | -2.2% | +0.2% | -1.9% |
| 30D | -4.4% | +7.8% | -12.2% | -4.8% |
| 3M | -8.8% | +5.5% | -14.3% | -9.1% |
| 6M | -15.9% | -0.2% | -15.7% | -15.9% |
| YTD | -7.7% | +15.4% | -23.1% | -8.4% |
| 1Y | -3.6% | +15.3% | -18.9% | -4.3% |
| 3Y | +105.2% | +23.7% | +81.5% | +102.8% |
| 5Y | +112.8% | +60.4% | +52.4% | +108.6% |
| All | +213.0% | +69.9% | +143.1% | +198.3% |
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