-36.0%
GLW vs QCOM
-5.6%
-30.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.5% | -3.4% | -6.7% |
| 7D | -19.7% | -15.5% | -4.3% | -10.7% |
| 30D | -38.8% | -13.4% | -25.4% | -32.9% |
| 3M | -33.9% | 0.0% | -33.9% | -34.9% |
| 6M | -36.0% | -15.2% | -20.8% | -27.5% |
| All | -36.0% | -5.6% | -30.3% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling