+77.1%
QQQ vs GLD
+122.3%
-45.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +3.2% |
| 7D | -0.3% | +4.9% | -5.2% | -1.2% |
| 30D | -9.6% | -1.3% | -8.3% | -9.4% |
| 3M | -5.9% | -4.8% | -1.2% | -5.2% |
| 6M | -4.3% | -12.5% | +8.2% | -2.3% |
| YTD | +11.0% | -4.2% | +15.2% | +11.5% |
| 1Y | +11.9% | +3.0% | +8.9% | +11.3% |
| 3Y | +86.7% | +109.1% | -22.4% | +60.4% |
| 5Y | +77.1% | +121.6% | -44.5% | +39.8% |
| All | +77.1% | +122.3% | -45.2% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling