+7.9%
QCOM vs GLDM
+24.7%
-16.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +3.3% | -0.5% | +3.9% | +3.5% |
| 30D | +7.7% | +4.4% | +3.3% | +6.0% |
| 3M | -30.1% | -1.1% | -29.0% | -30.3% |
| 6M | +22.8% | -13.7% | +36.5% | +23.3% |
| YTD | +0.2% | +2.8% | -2.6% | +1.2% |
| 1Y | +7.9% | +24.8% | -17.0% | +18.3% |
| All | +7.9% | +24.7% | -16.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling