+2,287.6%
GLW vs QCOM
+53,144.7%
-50,857.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +3.3% | +0.4% | +2.7% |
| 30D | -1.3% | +7.7% | -9.0% | -3.6% |
| 3M | -21.8% | -30.1% | +8.3% | -12.3% |
| 6M | +6.9% | +22.8% | -15.9% | +0.3% |
| YTD | +77.2% | +0.2% | +77.0% | +76.0% |
| 1Y | +123.2% | +7.9% | +115.4% | +116.5% |
| 3Y | +400.0% | +55.8% | +344.2% | +324.0% |
| 5Y | +342.8% | +30.1% | +312.7% | +285.3% |
| 10Y | +771.4% | +248.9% | +522.5% | +446.8% |
| All | +2,287.6% | +53,144.7% | -50,857.1% | +792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling