+816.6%
GLD vs QCOM
+570.8%
+245.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +3.3% | -3.8% | -0.6% |
| 30D | +4.4% | +7.7% | -3.3% | +4.2% |
| 3M | -1.1% | -30.1% | +29.0% | -0.3% |
| 6M | -13.8% | +22.8% | -36.6% | -14.1% |
| YTD | +2.6% | +0.2% | +2.4% | +2.6% |
| 1Y | +24.5% | +7.9% | +16.7% | +24.2% |
| 3Y | +125.8% | +55.8% | +70.0% | +123.7% |
| 5Y | +137.8% | +30.1% | +107.7% | +135.4% |
| 10Y | +221.4% | +248.9% | -27.5% | +216.5% |
| All | +816.6% | +570.8% | +245.8% | +773.5% |
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