+40.7%
QCOM vs GFS
-3.7%
+44.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | +3.3% | +1.0% | +2.3% | +2.8% |
| 30D | +7.7% | -8.6% | +16.3% | +11.8% |
| 3M | -30.1% | -46.5% | +16.5% | -6.7% |
| 6M | +22.8% | -4.8% | +27.7% | +25.1% |
| YTD | +0.2% | +29.7% | -29.5% | -13.9% |
| 1Y | +7.9% | +35.8% | -28.0% | -10.1% |
| 3Y | +55.8% | -18.3% | +74.2% | +58.1% |
| All | +40.7% | -3.7% | +44.4% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling