+562.0%
GLW vs QCOM
+251.1%
+310.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.7% | +6.7% |
| 7D | +1.4% | +2.0% | -0.5% | +1.0% |
| 30D | -18.2% | +1.2% | -19.4% | -18.6% |
| 3M | -24.2% | +9.1% | -33.3% | -27.1% |
| 6M | -41.7% | -25.0% | -16.7% | -34.8% |
| YTD | +38.3% | +4.8% | +33.5% | +34.0% |
| 1Y | +38.2% | +3.6% | +34.6% | +34.7% |
| 3Y | +363.4% | +51.5% | +311.9% | +271.7% |
| 5Y | +254.6% | +19.7% | +234.8% | +199.5% |
| 10Y | +562.0% | +245.8% | +316.2% | +246.5% |
| All | +562.0% | +251.1% | +310.9% | +246.5% |
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