+211.8%
GLD vs QCOM
+251.1%
-39.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -2.0% | +2.0% | -3.9% | -2.1% |
| 30D | -4.4% | +1.2% | -5.7% | -4.5% |
| 3M | -8.9% | +9.1% | -18.1% | -9.3% |
| 6M | -16.0% | -25.0% | +9.0% | -15.3% |
| YTD | -7.9% | +4.8% | -12.7% | -8.1% |
| 1Y | -3.9% | +3.6% | -7.5% | -4.1% |
| 3Y | +103.4% | +51.5% | +51.9% | +100.8% |
| 5Y | +109.7% | +19.7% | +90.0% | +106.7% |
| 10Y | +211.8% | +245.8% | -34.0% | +214.3% |
| All | +211.8% | +251.1% | -39.3% | +214.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling