+47.0%
QCOM vs GFS
-27.1%
+74.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.2% | -0.7% | +2.6% |
| 7D | +0.4% | -7.8% | +8.2% | +4.1% |
| 30D | -6.6% | -19.7% | +13.0% | +3.0% |
| 3M | +3.7% | -23.1% | +26.8% | +15.7% |
| 6M | -13.3% | -46.4% | +33.1% | +14.8% |
| YTD | -1.8% | +11.0% | -12.8% | -8.1% |
| 1Y | -2.5% | +12.6% | -15.2% | -9.7% |
| 3Y | +47.0% | -24.9% | +71.9% | +59.1% |
| All | +47.0% | -27.1% | +74.1% | +59.1% |
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