+196.6%
QCOM vs GH
+457.8%
-261.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +2.0% | -8.2% | +10.1% | +3.6% |
| 30D | +1.2% | -4.9% | +6.1% | +2.2% |
| 3M | +9.1% | -6.2% | +15.4% | +10.1% |
| 6M | -25.0% | +60.0% | -85.0% | -31.9% |
| YTD | +4.8% | +51.5% | -46.7% | -4.4% |
| 1Y | +3.6% | +58.4% | -54.8% | -6.4% |
| 3Y | +51.5% | +617.2% | -565.8% | -3.4% |
| 5Y | +19.7% | +47.0% | -27.3% | -5.4% |
| All | +196.6% | +457.8% | -261.1% | +97.0% |
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