+1,500.4%
GLW vs QCOM
+49,361.3%
-47,860.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.5% | -3.4% | -10.0% |
| 7D | -19.7% | -15.5% | -4.3% | -15.5% |
| 30D | -38.8% | -13.4% | -25.4% | -36.0% |
| 3M | -33.9% | 0.0% | -33.9% | -33.9% |
| 6M | -36.0% | -15.2% | -20.8% | -32.6% |
| YTD | +18.7% | -6.9% | +25.7% | +20.6% |
| 1Y | +19.8% | -11.0% | +30.7% | +23.3% |
| 3Y | +294.3% | +39.8% | +254.6% | +246.3% |
| 5Y | +205.7% | +7.2% | +198.5% | +182.7% |
| 10Y | +493.8% | +207.7% | +286.1% | +287.1% |
| All | +1,500.4% | +49,361.3% | -47,860.9% | +511.8% |
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