+70.4%
QCOM vs GFI
+304.2%
-233.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +4.4% | +4.7% | -0.3% | +3.8% |
| 30D | +9.4% | +14.4% | -5.1% | +7.5% |
| 3M | -13.7% | +32.5% | -46.2% | -16.7% |
| 6M | +28.9% | -7.2% | +36.0% | +27.7% |
| YTD | +4.7% | +10.9% | -6.1% | +2.4% |
| 1Y | +13.5% | +35.5% | -22.0% | +9.1% |
| All | +70.4% | +304.2% | -233.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling