+52,520.0%
QCOM vs GAP
+426.3%
+52,093.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.2% |
| 7D | +2.0% | -9.3% | +11.3% | +4.4% |
| 30D | +1.2% | -5.5% | +6.7% | +2.6% |
| 3M | +9.1% | +3.5% | +5.6% | +7.6% |
| 6M | -25.0% | +0.7% | -25.7% | -26.2% |
| YTD | +4.8% | -13.4% | +18.2% | +6.0% |
| 1Y | +3.6% | -7.7% | +11.3% | +2.9% |
| 3Y | +51.5% | +74.4% | -22.9% | +20.2% |
| 5Y | +19.7% | +5.3% | +14.4% | +1.7% |
| 10Y | +245.8% | +4.7% | +241.2% | +148.6% |
| All | +52,520.0% | +426.3% | +52,093.8% | +21,864.9% |
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 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