+205.0%
GLD vs QCOM
+219.9%
-15.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | +4.7% | +0.4% | +4.3% | +4.7% |
| 30D | -0.9% | -6.6% | +5.7% | -0.7% |
| 3M | -4.4% | +3.7% | -8.1% | -4.6% |
| 6M | -13.6% | -13.3% | -0.2% | -13.2% |
| YTD | -6.0% | -1.8% | -4.2% | -6.0% |
| 1Y | +1.8% | -2.5% | +4.3% | +1.7% |
| 3Y | +103.2% | +47.0% | +56.2% | +101.0% |
| 5Y | +119.3% | +13.1% | +106.2% | +116.8% |
| All | +205.0% | +219.9% | -15.0% | +208.0% |
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