+27.7%
GLW vs QCOM
+1.9%
+25.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -4.0% |
| 7D | -11.1% | +5.5% | -16.6% | -13.6% |
| 30D | -28.4% | -1.1% | -27.3% | -28.1% |
| 3M | -28.8% | +7.6% | -36.4% | -32.1% |
| 6M | -39.8% | -20.1% | -19.7% | -32.9% |
| YTD | +28.7% | +3.0% | +25.7% | +25.6% |
| 1Y | +27.7% | +3.2% | +24.5% | +25.4% |
| All | +27.7% | +1.9% | +25.8% | +25.4% |
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