+5.1%
QCOM vs GEV
+722.5%
-717.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +3.3% | 0.0% | +2.3% |
| 30D | +7.7% | -7.5% | +15.2% | +10.0% |
| 3M | -30.1% | -2.2% | -27.9% | -30.0% |
| 6M | +22.8% | +12.1% | +10.8% | +16.7% |
| YTD | +0.2% | +44.4% | -44.2% | -12.5% |
| 1Y | +7.9% | +57.7% | -49.8% | -9.5% |
| All | +5.1% | +722.5% | -717.4% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling