+192.5%
QCOM vs GH
+480.1%
-287.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.2% |
| 7D | +5.1% | -2.1% | +7.1% | +5.4% |
| 30D | +4.3% | -4.5% | +8.7% | +5.0% |
| 3M | -19.6% | +28.9% | -48.5% | -23.8% |
| 6M | +29.5% | +76.5% | -47.0% | +15.3% |
| YTD | +3.4% | +57.6% | -54.2% | -6.2% |
| 1Y | +10.9% | +167.5% | -156.6% | -9.7% |
| 3Y | +74.8% | +377.4% | -302.6% | +20.3% |
| 5Y | +36.2% | +23.8% | +12.4% | +10.6% |
| All | +192.5% | +480.1% | -287.6% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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