+240.7%
QCOM vs GLDM
+221.7%
+19.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.8% | -10.3% | -9.7% |
| 7D | -15.5% | +1.9% | -17.3% | -15.8% |
| 30D | -13.4% | -1.7% | -11.7% | -13.0% |
| 3M | 0.0% | -3.5% | +3.6% | +0.9% |
| 6M | -15.2% | -10.1% | -5.1% | -13.1% |
| YTD | -6.9% | -5.0% | -1.9% | -6.0% |
| 1Y | -11.0% | +2.8% | -13.7% | -11.4% |
| 3Y | +39.8% | +105.1% | -65.4% | +21.3% |
| 5Y | +7.2% | +124.3% | -117.1% | -9.6% |
| All | +240.7% | +221.7% | +19.1% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling