+12.0%
QCOM vs GEV
+60.6%
-48.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.4% |
| 7D | +5.1% | +8.1% | -3.0% | +3.0% |
| 30D | +4.3% | -1.9% | +6.2% | +4.6% |
| 3M | -19.6% | +4.1% | -23.7% | -20.6% |
| 6M | +29.5% | +23.2% | +6.3% | +22.1% |
| YTD | +3.4% | +48.9% | -45.5% | -7.0% |
| All | +12.0% | +60.6% | -48.5% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling