+1,939.4%
QQQ vs GLD
+731.3%
+1,208.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.7% |
| 30D | -10.2% | -4.0% | -6.2% | -9.9% |
| 3M | -6.3% | -8.2% | +1.9% | -5.8% |
| 6M | -4.9% | -14.8% | +9.9% | -4.0% |
| YTD | +10.2% | -6.8% | +17.0% | +10.7% |
| 1Y | +8.8% | -2.4% | +11.2% | +9.0% |
| 3Y | +81.4% | +105.8% | -24.4% | +75.0% |
| 5Y | +78.5% | +113.3% | -34.8% | +71.6% |
| 10Y | +523.8% | +208.4% | +315.4% | +498.6% |
| All | +1,939.4% | +731.3% | +1,208.1% | +1,750.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling