+2.3%
QCOM vs GIS
-17.8%
+20.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.2% | +0.1% | +6.6% |
| 7D | -5.3% | +8.5% | -13.8% | -3.2% |
| 30D | -4.2% | +15.3% | -19.5% | -0.4% |
| 3M | +7.0% | +0.9% | +6.1% | +7.9% |
| 6M | +3.8% | +7.9% | -4.1% | +8.4% |
| YTD | +2.8% | -17.6% | +20.4% | +4.3% |
| 1Y | +2.3% | -17.4% | +19.7% | +3.8% |
| All | +2.3% | -17.8% | +20.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling