+232.7%
GLW vs QCOM
+15.5%
+217.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.2% |
| 7D | +7.7% | +4.3% | +3.5% | +5.9% |
| 30D | -18.8% | -0.1% | -18.8% | -18.8% |
| 3M | -27.7% | +5.2% | -33.0% | -29.4% |
| 6M | -44.4% | -18.4% | -26.1% | -39.7% |
| YTD | +31.3% | +2.4% | +28.9% | +29.3% |
| 1Y | +40.0% | +0.9% | +39.2% | +38.8% |
| 3Y | +339.2% | +48.4% | +290.8% | +262.0% |
| All | +232.7% | +15.5% | +217.3% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling