+315.9%
QQQ vs GLDM
+225.0%
+90.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +3.2% |
| 7D | -0.3% | +5.0% | -5.2% | -1.2% |
| 30D | -9.6% | -1.3% | -8.3% | -9.4% |
| 3M | -5.9% | -4.7% | -1.2% | -5.2% |
| 6M | -4.3% | -12.4% | +8.1% | -2.3% |
| YTD | +11.0% | -4.1% | +15.0% | +11.4% |
| 1Y | +11.9% | +3.3% | +8.6% | +11.0% |
| 3Y | +86.7% | +110.9% | -24.2% | +61.4% |
| 5Y | +77.1% | +124.8% | -47.7% | +49.0% |
| All | +315.9% | +225.0% | +90.8% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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