+49,194.2%
QCOM vs GAP
+425.0%
+48,769.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.7% | +6.5% |
| 7D | +0.4% | -3.8% | +4.1% | +1.3% |
| 30D | -6.6% | -9.0% | +2.4% | -4.5% |
| 3M | +3.7% | +5.5% | -1.8% | +1.7% |
| 6M | -13.3% | -11.1% | -2.2% | -12.3% |
| YTD | -1.8% | -13.6% | +11.8% | -0.7% |
| 1Y | -2.5% | -2.9% | +0.3% | -4.4% |
| 3Y | +47.0% | +69.6% | -22.6% | +17.4% |
| 5Y | +13.1% | +5.4% | +7.7% | -3.9% |
| 10Y | +224.7% | +17.8% | +206.9% | +125.7% |
| All | +49,194.2% | +425.0% | +48,769.2% | +20,489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling