+1,351.8%
QLD vs IAU
+208.2%
+1,143.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.8% |
| 7D | -10.3% | +4.7% | -15.0% | -11.8% |
| 30D | -26.1% | -0.9% | -25.2% | -25.8% |
| 3M | -17.8% | -4.4% | -13.4% | -16.5% |
| 6M | -15.6% | -13.5% | -2.1% | -11.4% |
| YTD | +5.4% | -5.9% | +11.3% | +7.4% |
| 1Y | +5.2% | +1.9% | +3.3% | +4.7% |
| 3Y | +139.4% | +104.1% | +35.4% | +85.8% |
| 5Y | +66.7% | +121.0% | -54.3% | +22.9% |
| All | +1,351.8% | +208.2% | +1,143.6% | +1,094.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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