+50,186.6%
QCOM vs GD
+15,862.4%
+34,324.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +3.3% | -5.3% | +8.6% | +5.7% |
| 30D | +7.7% | -6.4% | +14.1% | +10.7% |
| 3M | -30.1% | +5.7% | -35.8% | -32.1% |
| 6M | +22.8% | -0.9% | +23.8% | +22.5% |
| YTD | +0.2% | +8.2% | -8.0% | -4.2% |
| 1Y | +7.9% | +13.4% | -5.6% | +1.0% |
| 3Y | +55.8% | +68.5% | -12.7% | +21.5% |
| 5Y | +30.1% | +97.2% | -67.1% | -5.7% |
| 10Y | +248.9% | +190.2% | +58.7% | +109.4% |
| All | +50,186.6% | +15,862.4% | +34,324.3% | +8,645.2% |
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