+272.2%
QCOM vs GFI
+1,081.9%
-809.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.4% |
| 7D | +4.9% | -5.1% | +10.1% | +5.2% |
| 30D | +9.3% | +13.4% | -4.1% | +8.5% |
| 3M | -7.0% | +36.2% | -43.2% | -8.6% |
| 6M | +32.0% | -9.8% | +41.8% | +31.9% |
| YTD | +5.0% | +7.7% | -2.6% | +4.1% |
| 1Y | +13.6% | +27.2% | -13.6% | +11.8% |
| 3Y | +77.6% | +300.3% | -222.7% | +67.2% |
| 5Y | +38.2% | +539.8% | -501.6% | +28.1% |
| All | +272.2% | +1,081.9% | -809.7% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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