-11.0%
QCOM vs GLDM
+2.8%
-13.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.8% | -10.3% | -9.9% |
| 7D | -15.5% | +1.9% | -17.3% | -16.1% |
| 30D | -13.4% | -1.7% | -11.7% | -12.8% |
| 3M | 0.0% | -3.5% | +3.6% | +1.3% |
| 6M | -15.2% | -10.1% | -5.1% | -12.3% |
| YTD | -6.9% | -5.0% | -1.9% | -6.1% |
| 1Y | -11.0% | +2.8% | -13.7% | -15.3% |
| All | -11.0% | +2.8% | -13.8% | -15.3% |
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