+40.6%
GLW vs QCOM
-0.4%
+41.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.3% | -11.2% | -8.7% |
| 7D | -9.5% | -5.3% | -4.1% | -7.2% |
| 30D | -25.5% | -4.2% | -21.3% | -24.0% |
| 3M | -25.6% | +7.0% | -32.6% | -29.0% |
| 6M | -25.5% | +3.8% | -29.3% | -24.6% |
| YTD | +36.4% | +2.8% | +33.5% | +33.5% |
| 1Y | +40.6% | +2.3% | +38.3% | +39.2% |
| All | +40.6% | -0.4% | +41.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling