+8.1%
QCOM vs GEV
+596.4%
-588.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.4% |
| 7D | +5.5% | -13.2% | +18.7% | +9.7% |
| 30D | -1.1% | -20.6% | +19.5% | +5.3% |
| 3M | +7.6% | -19.5% | +27.1% | +13.6% |
| 6M | -20.1% | -23.3% | +3.2% | -14.9% |
| YTD | +3.0% | +22.2% | -19.2% | -6.2% |
| 1Y | +3.2% | +37.8% | -34.6% | -10.4% |
| All | +8.1% | +596.4% | -588.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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