+199.9%
QCOM vs GD
+192.5%
+7.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.3% |
| 7D | -15.5% | -3.9% | -11.6% | -13.8% |
| 30D | -13.4% | +8.1% | -21.5% | -16.8% |
| 3M | 0.0% | -6.8% | +6.8% | +3.2% |
| 6M | -15.2% | +3.0% | -18.2% | -17.2% |
| YTD | -6.9% | +7.8% | -14.7% | -11.8% |
| 1Y | -11.0% | +5.8% | -16.8% | -14.9% |
| 3Y | +39.8% | +55.3% | -15.6% | +8.3% |
| 5Y | +7.2% | +96.7% | -89.5% | -27.5% |
| All | +199.9% | +192.5% | +7.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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