+86.7%
QLD vs GLDM
+125.5%
-38.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.5% |
| 7D | -9.4% | -0.3% | -9.1% | -9.3% |
| 30D | -17.1% | -1.9% | -15.2% | -16.4% |
| 3M | -10.4% | -0.4% | -10.0% | -10.3% |
| 6M | +0.7% | -10.1% | +10.8% | +4.6% |
| YTD | +17.7% | -5.8% | +23.6% | +20.4% |
| 1Y | +14.7% | +3.1% | +11.6% | +14.3% |
| 3Y | +169.6% | +103.4% | +66.2% | +105.8% |
| 5Y | +86.7% | +125.5% | -38.9% | +20.6% |
| All | +86.7% | +125.5% | -38.9% | +20.6% |
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