+50,186.6%
QCOM vs GFI
+786.9%
+49,399.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +3.3% | +3.1% | +0.2% | +3.2% |
| 30D | +7.7% | +27.1% | -19.4% | +6.4% |
| 3M | -30.1% | +21.2% | -51.2% | -30.8% |
| 6M | +22.8% | -4.5% | +27.3% | +22.8% |
| YTD | +0.2% | +11.7% | -11.5% | -0.7% |
| 1Y | +7.9% | +46.0% | -38.2% | +5.4% |
| 3Y | +55.8% | +309.6% | -253.7% | +44.6% |
| 5Y | +30.1% | +506.0% | -476.0% | +17.6% |
| 10Y | +248.9% | +1,009.2% | -760.3% | +200.9% |
| All | +50,186.6% | +786.9% | +49,399.7% | +46,465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling