+50,186.6%
QCOM vs GAP
+444.2%
+49,742.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +3.3% | -4.5% | +7.8% | +4.4% |
| 30D | +7.7% | +9.0% | -1.3% | +5.0% |
| 3M | -30.1% | +5.0% | -35.1% | -31.4% |
| 6M | +22.8% | -17.8% | +40.7% | +26.3% |
| YTD | +0.2% | -10.4% | +10.6% | +0.7% |
| 1Y | +7.9% | -3.4% | +11.2% | +6.0% |
| 3Y | +55.8% | +111.5% | -55.7% | +17.5% |
| 5Y | +30.1% | +8.8% | +21.2% | +9.5% |
| 10Y | +248.9% | +32.9% | +216.0% | +134.3% |
| All | +50,186.6% | +444.2% | +49,742.4% | +20,771.9% |
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