+307.7%
GLW vs QCOM
+46.9%
+260.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | 0.0% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -35.0% | -6.6% | -28.4% | -33.0% |
| 3M | -32.4% | +3.7% | -36.0% | -33.6% |
| 6M | -41.3% | -13.3% | -28.0% | -37.4% |
| YTD | +21.8% | -1.8% | +23.6% | +22.9% |
| 1Y | +21.8% | -2.5% | +24.4% | +23.4% |
| 3Y | +307.7% | +47.0% | +260.7% | +229.2% |
| All | +307.7% | +46.9% | +260.8% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling