+746.1%
GLD vs QCOM
+523.1%
+223.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.5% | +10.3% | +1.1% |
| 7D | +1.9% | -15.5% | +17.3% | +2.3% |
| 30D | -1.8% | -13.4% | +11.6% | -1.4% |
| 3M | -3.6% | 0.0% | -3.7% | -3.6% |
| 6M | -10.2% | -15.2% | +5.0% | -9.9% |
| YTD | -5.3% | -6.9% | +1.7% | -5.1% |
| 1Y | +2.5% | -11.0% | +13.4% | +2.6% |
| 3Y | +103.2% | +39.8% | +63.4% | +101.8% |
| 5Y | +121.1% | +7.2% | +113.9% | +119.6% |
| 10Y | +201.9% | +207.7% | -5.8% | +198.0% |
| All | +746.1% | +523.1% | +223.0% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling