+62.3%
QCOM vs GEHC
+6.6%
+55.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +4.2% |
| 7D | +5.1% | -5.2% | +10.2% | +6.9% |
| 30D | +4.3% | -7.0% | +11.2% | +6.7% |
| 3M | -19.6% | +3.3% | -22.9% | -21.3% |
| 6M | +29.5% | -10.0% | +39.5% | +32.7% |
| YTD | +3.4% | -18.5% | +21.8% | +10.5% |
| 1Y | +10.9% | -14.4% | +25.3% | +15.7% |
| 3Y | +74.8% | +3.4% | +71.4% | +66.4% |
| All | +62.3% | +6.6% | +55.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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