+1.8%
QCOM vs GFS
+17.9%
-16.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +5.5% | -5.3% | +10.8% | +7.8% |
| 30D | -1.1% | -15.8% | +14.7% | +6.0% |
| 3M | +7.6% | -18.6% | +26.2% | +16.3% |
| 6M | -20.1% | -45.0% | +24.9% | +3.9% |
| YTD | +3.0% | +16.8% | -13.7% | +12.1% |
| All | +1.8% | +17.9% | -16.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling