+7.2%
QCOM vs GD
+97.4%
-90.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.5% |
| 7D | -15.5% | -3.9% | -11.6% | -14.0% |
| 30D | -13.4% | +8.1% | -21.5% | -16.5% |
| 3M | 0.0% | -6.8% | +6.8% | +2.9% |
| 6M | -15.2% | +3.0% | -18.2% | -17.1% |
| YTD | -6.9% | +7.8% | -14.7% | -11.6% |
| 1Y | -11.0% | +5.8% | -16.8% | -14.6% |
| 3Y | +39.8% | +55.3% | -15.6% | +8.9% |
| 5Y | +7.2% | +96.7% | -89.5% | -26.5% |
| All | +7.2% | +97.4% | -90.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling