+571.7%
QQQ vs GLD
+217.0%
+354.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -0.6% | +0.2% | -0.8% | -0.7% |
| 3M | +1.3% | +3.2% | -1.9% | +0.7% |
| 6M | +18.1% | -14.6% | +32.8% | +20.7% |
| YTD | +16.9% | +1.8% | +15.1% | +16.2% |
| 1Y | +24.0% | +20.7% | +3.2% | +20.0% |
| 3Y | +95.6% | +126.5% | -30.9% | +69.2% |
| 5Y | +94.5% | +140.0% | -45.5% | +64.6% |
| 10Y | +571.7% | +218.2% | +353.5% | +482.6% |
| All | +571.7% | +217.0% | +354.7% | +482.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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