+86.1%
QQQ vs GLDM
+105.4%
-19.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | -0.2% | -2.0% | +1.7% | +0.1% |
| 30D | -7.5% | -4.4% | -3.0% | -6.7% |
| 3M | -3.8% | -8.8% | +5.0% | -2.2% |
| 6M | -3.0% | -15.9% | +12.9% | -0.4% |
| YTD | +12.8% | -7.7% | +20.4% | +14.5% |
| 1Y | +11.6% | -3.6% | +15.2% | +12.7% |
| All | +86.1% | +105.4% | -19.3% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling