+48.4%
QCOM vs GFS
-19.0%
+67.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.4% |
| 7D | +4.3% | +7.4% | -3.1% | +0.8% |
| 30D | -0.1% | -15.3% | +15.2% | +7.7% |
| 3M | +5.2% | -21.1% | +26.3% | +16.3% |
| 6M | -18.4% | -44.5% | +26.1% | +6.1% |
| YTD | +2.4% | +19.2% | -16.8% | -7.5% |
| 1Y | +0.9% | +27.2% | -26.3% | -12.0% |
| 3Y | +48.4% | -20.1% | +68.5% | +55.9% |
| All | +48.4% | -19.0% | +67.4% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling