+104.8%
GLD vs QCOM
+39.2%
+65.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.5% | +10.3% | +1.6% |
| 7D | +1.9% | -15.5% | +17.3% | +3.3% |
| 30D | -1.8% | -13.4% | +11.6% | -0.6% |
| 3M | -3.6% | 0.0% | -3.7% | -3.7% |
| 6M | -10.2% | -15.2% | +5.0% | -9.1% |
| YTD | -5.3% | -6.9% | +1.7% | -4.8% |
| 1Y | +2.5% | -11.0% | +13.4% | +3.1% |
| All | +104.8% | +39.2% | +65.6% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling