+216.5%
QCOM vs GD
+190.6%
+25.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.8% |
| 7D | +0.4% | -5.0% | +5.3% | +2.9% |
| 30D | -6.6% | +8.9% | -15.5% | -10.7% |
| 3M | +3.7% | -8.0% | +11.7% | +7.7% |
| 6M | -13.3% | +2.9% | -16.2% | -15.3% |
| YTD | -1.8% | +7.1% | -8.9% | -6.7% |
| 1Y | -2.5% | +5.9% | -8.4% | -6.9% |
| 3Y | +47.0% | +53.9% | -6.9% | +14.4% |
| 5Y | +13.1% | +95.4% | -82.3% | -23.3% |
| All | +216.5% | +190.6% | +25.9% | +98.6% |
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