+7.9%
QCOM vs FGI
+81.8%
-74.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | 0.0% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | +7.7% | +65.4% | -57.7% | +5.8% |
| 3M | -30.1% | +23.5% | -53.6% | -31.0% |
| 6M | +22.8% | +60.5% | -37.7% | +19.9% |
| YTD | +0.2% | +30.0% | -29.8% | -1.8% |
| 1Y | +7.9% | +82.1% | -74.2% | +4.4% |
| All | +7.9% | +81.8% | -74.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling