+93.9%
QQQ vs GLD
+139.9%
-46.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +0.2% | +4.4% | -4.2% | -0.6% |
| 3M | -2.8% | -1.1% | -1.7% | -2.8% |
| 6M | +18.0% | -13.8% | +31.8% | +20.1% |
| YTD | +17.3% | +2.6% | +14.7% | +16.5% |
| 1Y | +25.6% | +24.5% | +1.1% | +21.1% |
| 3Y | +93.7% | +125.8% | -32.1% | +65.8% |
| All | +93.9% | +139.9% | -46.0% | +54.7% |
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