+62.6%
QLD vs GLDM
+126.2%
-63.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.6% | -13.0% |
| 7D | -18.6% | +1.9% | -20.4% | -19.1% |
| 30D | -28.3% | -1.7% | -26.6% | -27.8% |
| 3M | -20.4% | -3.5% | -16.9% | -19.4% |
| 6M | -14.3% | -10.1% | -4.2% | -11.1% |
| YTD | +2.8% | -5.0% | +7.8% | +4.7% |
| 1Y | -1.2% | +2.8% | -4.0% | -1.6% |
| 3Y | +135.3% | +105.1% | +30.2% | +78.9% |
| 5Y | +62.6% | +124.3% | -61.7% | +3.9% |
| All | +62.6% | +126.2% | -63.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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