+10.9%
QCOM vs GAP
-3.2%
+14.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +5.1% | +1.7% | +3.3% | +4.8% |
| 30D | +4.3% | +9.3% | -5.1% | +2.7% |
| 3M | -19.6% | +6.1% | -25.7% | -20.5% |
| 6M | +29.5% | -2.3% | +31.8% | +27.7% |
| YTD | +3.4% | -10.6% | +14.0% | +3.9% |
| 1Y | +10.9% | -4.4% | +15.3% | +3.9% |
| All | +10.9% | -3.2% | +14.1% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling