+152.5%
QQQM vs GLDM
+129.6%
+22.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +1.3% | +3.3% | -2.0% | +0.6% |
| 6M | +18.2% | -14.5% | +32.7% | +20.8% |
| YTD | +16.9% | +1.9% | +15.0% | +16.1% |
| 1Y | +24.0% | +21.1% | +3.0% | +19.4% |
| 3Y | +96.0% | +128.6% | -32.6% | +63.3% |
| 5Y | +95.2% | +143.8% | -48.6% | +54.9% |
| All | +152.5% | +129.6% | +22.9% | +102.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling