+230.9%
QCOM vs GAP
+20.3%
+210.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.0% |
| 7D | +5.8% | 0.0% | +5.7% | +5.8% |
| 30D | -2.3% | -4.3% | +2.0% | -1.5% |
| 3M | +2.7% | +9.4% | -6.7% | +0.5% |
| 6M | -21.0% | -3.3% | -17.7% | -21.5% |
| YTD | +1.8% | -10.5% | +12.3% | +2.2% |
| 1Y | +2.4% | -2.4% | +4.8% | +0.9% |
| 3Y | +52.1% | +80.1% | -28.0% | +26.7% |
| 5Y | +14.6% | +6.5% | +8.2% | -1.1% |
| 10Y | +230.9% | +14.6% | +216.3% | +154.5% |
| All | +230.9% | +20.3% | +210.6% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling