+268.7%
TQQQ vs GLDM
+126.1%
+142.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | +4.4% | +0.7% | +3.6% | +4.0% |
| 30D | -3.1% | +0.3% | -3.4% | -3.3% |
| 3M | -5.2% | +0.7% | -5.9% | -5.5% |
| 6M | +52.4% | -15.4% | +67.8% | +61.4% |
| YTD | +37.4% | +1.0% | +36.4% | +38.9% |
| 1Y | +56.0% | +19.7% | +36.2% | +49.9% |
| 3Y | +268.7% | +126.5% | +142.2% | +189.9% |
| All | +268.7% | +126.1% | +142.6% | +189.9% |
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