+356.1%
GLW vs QCOM
+50.9%
+305.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.7% | +5.6% | +7.5% |
| 7D | -5.9% | +5.8% | -11.7% | -8.1% |
| 30D | -26.0% | -2.3% | -23.7% | -25.2% |
| 3M | -29.9% | +2.7% | -32.6% | -30.9% |
| 6M | -37.8% | -21.0% | -16.7% | -31.4% |
| YTD | +33.1% | +1.8% | +31.3% | +32.2% |
| 1Y | +36.8% | +2.4% | +34.4% | +35.7% |
| 3Y | +356.1% | +52.1% | +303.9% | +268.3% |
| All | +356.1% | +50.9% | +305.2% | +268.3% |
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 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