+10.9%
QCOM vs GFS
+35.0%
-24.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.3% |
| 7D | +5.1% | +2.6% | +2.4% | +3.9% |
| 30D | +4.3% | -16.4% | +20.7% | +12.2% |
| 3M | -19.6% | -41.6% | +22.0% | +0.7% |
| 6M | +29.5% | -3.7% | +33.2% | +45.6% |
| YTD | +3.4% | +29.3% | -25.9% | +4.0% |
| 1Y | +10.9% | +37.1% | -26.2% | +11.2% |
| All | +10.9% | +35.0% | -24.1% | +11.2% |
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 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