+145.9%
GLDM vs QSR
+49.2%
+96.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +2.4% | -3.0% | -0.7% |
| 30D | +4.4% | +7.6% | -3.2% | +3.9% |
| 3M | -1.1% | +12.6% | -13.7% | -1.9% |
| 6M | -13.7% | +14.4% | -28.0% | -14.6% |
| YTD | +2.8% | +19.6% | -16.9% | +1.2% |
| 1Y | +24.8% | +33.9% | -9.0% | +21.9% |
| 3Y | +127.8% | +27.1% | +100.7% | +122.5% |
| All | +145.9% | +49.2% | +96.7% | +139.3% |
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 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