+47.2%
QCOM vs GFS
-8.5%
+55.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | -0.8% |
| 7D | +2.0% | +6.2% | -4.3% | -0.8% |
| 30D | +1.2% | -11.4% | +12.6% | +6.7% |
| 3M | +9.1% | -15.5% | +24.6% | +16.7% |
| 6M | -25.0% | -42.6% | +17.6% | -3.9% |
| YTD | +4.8% | +23.2% | -18.4% | -8.5% |
| 1Y | +3.6% | +23.6% | -20.0% | -10.0% |
| 3Y | +51.5% | -17.2% | +68.7% | +52.0% |
| 5Y | +19.7% | -23.4% | +43.2% | +19.5% |
| All | +47.2% | -8.5% | +55.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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