0.0%
QCOM vs GD
-7.8%
+7.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -9.4% |
| 7D | -15.5% | -3.9% | -11.6% | -15.8% |
| 30D | -13.4% | +8.1% | -21.5% | -13.6% |
| 3M | 0.0% | -6.8% | +6.8% | +0.4% |
| All | 0.0% | -7.8% | +7.9% | +0.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling