+767.2%
GLW vs QCOM
+250.2%
+517.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | +3.3% | +0.4% | +2.3% |
| 30D | -1.3% | +7.7% | -9.0% | -4.4% |
| 3M | -21.8% | -30.1% | +8.3% | -9.0% |
| 6M | +6.9% | +22.8% | -15.9% | -1.8% |
| YTD | +77.2% | +0.2% | +77.0% | +75.3% |
| 1Y | +123.2% | +7.9% | +115.4% | +113.9% |
| 3Y | +400.0% | +55.8% | +344.2% | +296.7% |
| 5Y | +342.8% | +30.1% | +312.7% | +260.4% |
| All | +767.2% | +250.2% | +517.0% | +361.3% |
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