+554.2%
GLW vs QCOM
+244.1%
+310.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +15.5% | +13.0% | +2.5% | +9.7% |
| 30D | -19.6% | +0.2% | -19.7% | -19.6% |
| 3M | -28.5% | +9.2% | -37.7% | -31.3% |
| 6M | -39.5% | -15.0% | -24.5% | -35.5% |
| YTD | +37.2% | +5.2% | +32.0% | +32.7% |
| 1Y | +35.4% | +2.4% | +33.1% | +32.6% |
| 3Y | +359.7% | +52.0% | +307.7% | +268.2% |
| 5Y | +244.0% | +19.7% | +224.3% | +190.5% |
| All | +554.2% | +244.1% | +310.0% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling