+212.6%
GLW vs QCOM
+13.0%
+199.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +0.2% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -35.0% | -6.6% | -28.4% | -33.1% |
| 3M | -32.4% | +3.7% | -36.0% | -33.5% |
| 6M | -41.3% | -13.3% | -28.0% | -37.8% |
| YTD | +21.8% | -1.8% | +23.6% | +22.1% |
| 1Y | +21.8% | -2.5% | +24.4% | +22.5% |
| 3Y | +307.7% | +47.0% | +260.7% | +238.1% |
| All | +212.6% | +13.0% | +199.7% | +176.1% |
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