+33.4%
QCOM vs GGLL
+184.7%
-151.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.5% | -5.0% | -8.4% |
| 7D | -15.5% | -1.3% | -14.2% | -15.0% |
| 30D | -13.4% | -36.3% | +22.8% | -4.1% |
| 3M | 0.0% | -42.7% | +42.7% | +13.3% |
| 6M | -15.2% | -53.1% | +37.9% | -0.3% |
| YTD | -6.9% | -32.1% | +25.2% | -2.2% |
| 1Y | -11.0% | -20.1% | +9.1% | -11.4% |
| 3Y | +39.8% | +151.7% | -112.0% | -10.1% |
| All | +33.4% | +184.7% | -151.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling