+266.8%
QCOM vs GLDM
+248.1%
+18.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -0.5% | +3.9% | +3.5% |
| 30D | +7.7% | +4.4% | +3.3% | +6.5% |
| 3M | -30.1% | -1.1% | -29.0% | -30.0% |
| 6M | +22.8% | -13.7% | +36.5% | +25.8% |
| YTD | +0.2% | +2.8% | -2.6% | -0.8% |
| 1Y | +7.9% | +24.8% | -17.0% | +2.6% |
| 3Y | +55.8% | +127.8% | -72.0% | +32.0% |
| 5Y | +30.1% | +141.1% | -111.1% | +7.6% |
| All | +266.8% | +248.1% | +18.7% | +263.2% |
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