+47.0%
QCOM vs GIS
-37.4%
+84.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +5.0% |
| 7D | +0.4% | +3.6% | -3.2% | +1.1% |
| 30D | -6.6% | +13.9% | -20.5% | -4.1% |
| 3M | +3.7% | +0.3% | +3.4% | +4.2% |
| 6M | -13.3% | +5.0% | -18.3% | -11.3% |
| YTD | -1.8% | -18.4% | +16.6% | -2.3% |
| 1Y | -2.5% | -17.4% | +14.9% | -2.8% |
| 3Y | +47.0% | -36.9% | +83.9% | +41.6% |
| All | +47.0% | -37.4% | +84.4% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling