+51,512.8%
QCOM vs GD
+16,184.2%
+35,328.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +6.4% |
| 7D | -5.3% | +3.0% | -8.3% | -6.7% |
| 30D | -4.2% | +10.5% | -14.7% | -8.5% |
| 3M | +7.0% | -5.0% | +12.0% | +9.0% |
| 6M | +3.8% | +5.5% | -1.7% | +0.6% |
| YTD | +2.8% | +10.3% | -7.5% | -2.8% |
| 1Y | +2.3% | +8.2% | -5.9% | -2.5% |
| 3Y | +54.4% | +59.0% | -4.6% | +23.7% |
| 5Y | +23.7% | +104.3% | -80.6% | -11.8% |
| 10Y | +240.0% | +202.4% | +37.5% | +100.0% |
| All | +51,512.8% | +16,184.2% | +35,328.5% | +8,773.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling