+121.8%
GLDM vs QSR
+54.8%
+67.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +4.7% | +7.3% | -2.6% | +4.1% |
| 30D | -0.9% | +11.9% | -12.8% | -1.7% |
| 3M | -4.3% | +7.5% | -11.8% | -4.8% |
| 6M | -13.4% | +2.5% | -15.9% | -13.6% |
| YTD | -5.8% | +17.0% | -22.8% | -7.1% |
| 1Y | +2.1% | +18.1% | -16.1% | +0.5% |
| 3Y | +105.0% | +28.6% | +76.4% | +100.0% |
| All | +121.8% | +54.8% | +67.0% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling