+2,070.8%
QQQ vs GLD
+815.5%
+1,255.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +0.2% | +4.4% | -4.2% | -0.1% |
| 3M | -2.8% | -1.1% | -1.7% | -2.8% |
| 6M | +18.0% | -13.8% | +31.8% | +18.9% |
| YTD | +17.3% | +2.6% | +14.7% | +17.1% |
| 1Y | +25.6% | +24.5% | +1.1% | +24.1% |
| 3Y | +93.7% | +125.8% | -32.1% | +85.8% |
| 5Y | +94.2% | +137.8% | -43.6% | +85.3% |
| 10Y | +557.9% | +221.4% | +336.5% | +527.4% |
| All | +2,070.8% | +815.5% | +1,255.2% | +1,856.5% |
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