+10.9%
QCOM vs GIS
-20.3%
+31.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +2.9% |
| 7D | +5.1% | -8.3% | +13.3% | +3.3% |
| 30D | +4.3% | +2.2% | +2.1% | +4.9% |
| 3M | -19.6% | +15.7% | -35.3% | -16.5% |
| 6M | +29.5% | -12.0% | +41.4% | +33.1% |
| YTD | +3.4% | -15.0% | +18.3% | +6.3% |
| 1Y | +10.9% | -20.1% | +31.0% | +13.6% |
| All | +10.9% | -20.3% | +31.2% | +13.6% |
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