+46.7%
QCOM vs GGLL
+210.8%
-164.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | +4.3% | +7.7% | -3.4% | +2.3% |
| 30D | -0.1% | -30.2% | +30.1% | +8.1% |
| 3M | +5.2% | -31.3% | +36.5% | +13.8% |
| 6M | -18.4% | -52.1% | +33.7% | -4.1% |
| YTD | +2.4% | -25.9% | +28.3% | +5.2% |
| 1Y | +0.9% | -8.5% | +9.3% | -3.0% |
| 3Y | +48.4% | +165.5% | -117.2% | -5.5% |
| All | +46.7% | +210.8% | -164.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling