+739.5%
TQQQ vs GLDM
+225.0%
+514.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.9% | +8.3% | +9.2% |
| 7D | -3.2% | +5.0% | -8.1% | -5.8% |
| 30D | -29.2% | -1.3% | -27.9% | -28.5% |
| 3M | -22.5% | -4.7% | -17.8% | -20.4% |
| 6M | -24.2% | -12.4% | -11.8% | -18.6% |
| YTD | +9.9% | -4.1% | +13.9% | +12.7% |
| 1Y | +9.7% | +3.3% | +6.3% | +8.8% |
| 3Y | +211.3% | +110.9% | +100.3% | +107.7% |
| 5Y | +45.6% | +124.8% | -79.2% | -9.9% |
| All | +739.5% | +225.0% | +514.5% | +557.0% |
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