+127.7%
GLD vs QCOM
+56.5%
+71.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +3.3% | -3.8% | -0.8% |
| 30D | +4.4% | +7.7% | -3.3% | +3.8% |
| 3M | -1.1% | -30.1% | +29.0% | +1.1% |
| 6M | -13.8% | +22.8% | -36.6% | -14.5% |
| YTD | +2.6% | +0.2% | +2.4% | +2.6% |
| 1Y | +24.5% | +7.9% | +16.7% | +23.9% |
| All | +127.7% | +56.5% | +71.2% | +130.2% |
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