+51,000.2%
QCOM vs GIS
+649.3%
+50,350.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +4.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | -2.3% | +10.1% | -12.4% | -5.3% |
| 3M | +2.7% | -3.7% | +6.4% | +2.9% |
| 6M | -21.0% | +4.3% | -25.3% | -23.4% |
| YTD | +1.8% | -19.8% | +21.6% | +6.2% |
| 1Y | +2.4% | -20.5% | +22.9% | +7.0% |
| 3Y | +52.1% | -38.3% | +90.5% | +67.9% |
| 5Y | +14.6% | -32.2% | +46.8% | +20.2% |
| 10Y | +230.9% | -18.0% | +248.9% | +211.5% |
| All | +51,000.2% | +649.3% | +50,350.8% | +20,905.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling