+2.8%
GLD vs QCOM
-0.4%
+3.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +3.0% |
| 7D | -0.3% | -5.3% | +5.1% | +0.4% |
| 30D | -1.9% | -4.2% | +2.3% | -1.4% |
| 3M | -0.4% | +7.0% | -7.5% | -1.3% |
| 6M | -10.2% | +3.8% | -14.0% | -10.3% |
| YTD | -6.0% | +2.8% | -8.8% | -6.7% |
| 1Y | +2.8% | +2.3% | +0.5% | +1.9% |
| All | +2.8% | -0.4% | +3.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 1y: compounded portfolio wealth divided by compounded QCOM 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…
1y analysis · Full analysis span regression · 6 months rolling