+14.1%
QCOM vs GH
+45.9%
-31.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | -0.1% | -6.9% | +6.8% | +1.3% |
| 3M | +5.2% | -4.9% | +10.1% | +5.9% |
| 6M | -18.4% | +54.1% | -72.4% | -25.3% |
| YTD | +2.4% | +48.5% | -46.1% | -6.2% |
| 1Y | +0.9% | +61.2% | -60.3% | -9.1% |
| 3Y | +48.4% | +570.3% | -522.0% | -4.9% |
| All | +14.1% | +45.9% | -31.8% | -11.0% |
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 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