+30.9%
QCOM vs GH
+23.4%
+7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.7% | -1.1% | +8.8% | +7.8% |
| 3M | -30.1% | +21.3% | -51.4% | -32.8% |
| 6M | +22.8% | +73.5% | -50.7% | +10.0% |
| YTD | +0.2% | +58.0% | -57.8% | -9.0% |
| 1Y | +7.9% | +163.1% | -155.2% | -11.7% |
| 3Y | +55.8% | +361.0% | -305.2% | +8.6% |
| All | +30.9% | +23.4% | +7.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling