+6.8%
QCOM vs GEV
+624.6%
-617.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.5% | +1.5% |
| 7D | +5.8% | -3.8% | +9.6% | +6.6% |
| 30D | -2.3% | -17.4% | +15.1% | +2.9% |
| 3M | +2.7% | -16.2% | +18.9% | +7.2% |
| 6M | -21.0% | -20.2% | -0.8% | -16.8% |
| YTD | +1.8% | +27.2% | -25.4% | -8.4% |
| 1Y | +2.4% | +44.6% | -42.1% | -12.3% |
| All | +6.8% | +624.6% | -617.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling