gld_qqq_spy

The chart shows the growth of an initial investment of $10,000 in gld_qqq_spy, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 16, 2026, the gld_qqq_spy returned 7.89% Year-To-Date and 21.27% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 3, 2008, gld_qqq_spy's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, an investment would double in approximately 3.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Dec 2008 with a return of +18.1%, while the worst month was Mar 2026 at -15.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, gld_qqq_spy closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Jan 30, 2026 at -12.9%.

gld_qqq_spy has an annualized alpha of 12.15%, beta of 0.58, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since December 03, 2008.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.65%) than losses (39.61%) - typical of diversified or defensive assets.
• Beta of 0.58 may look defensive, but with R2 of 0.26 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.26 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

gld_qqq_spy has an expense ratio of 0.56%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

gld_qqq_spy ranks 19 for risk / return — in the bottom 19% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current gld_qqq_spy Sharpe ratio is 1.34 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of gld_qqq_spy compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

gld_qqq_spy provided a 0.19% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the gld_qqq_spy. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the gld_qqq_spy was 31.43%, occurring on Nov 3, 2022. Recovery took 267 trading sessions.

The current gld_qqq_spy drawdown is 15.86%.

The chart below shows the rolling one-month volatility.