+43.0%
QCOM vs GFS
-13.5%
+56.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +1.3% |
| 7D | +5.8% | -3.1% | +8.9% | +7.2% |
| 30D | -2.3% | -16.0% | +13.7% | +5.7% |
| 3M | +2.7% | -24.7% | +27.4% | +16.0% |
| 6M | -21.0% | -45.1% | +24.1% | +3.4% |
| YTD | +1.8% | +16.5% | -14.7% | -8.7% |
| 1Y | +2.4% | +19.3% | -16.9% | -9.5% |
| 3Y | +52.1% | -20.0% | +72.1% | +55.2% |
| 5Y | +14.6% | -32.0% | +46.7% | +19.5% |
| All | +43.0% | -13.5% | +56.5% | +38.9% |
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