+542.4%
QQQ vs GLD
+205.6%
+336.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | +6.4% | -5.5% | +11.8% | +7.4% |
| 30D | -7.5% | -7.0% | -0.4% | -6.2% |
| 3M | -4.8% | -12.4% | +7.5% | -2.6% |
| 6M | -2.5% | -18.0% | +15.5% | +0.7% |
| YTD | +12.4% | -10.5% | +22.9% | +14.2% |
| 1Y | +11.3% | -8.1% | +19.4% | +12.7% |
| 3Y | +85.0% | +97.7% | -12.7% | +63.3% |
| 5Y | +79.6% | +103.4% | -23.8% | +55.8% |
| All | +542.4% | +205.6% | +336.8% | +477.0% |
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