+50,186.6%
QCOM vs GIS
+707.3%
+49,479.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +3.3% | -7.8% | +11.2% | +5.6% |
| 30D | +7.7% | +6.6% | +1.1% | +5.7% |
| 3M | -30.1% | +21.0% | -51.0% | -34.4% |
| 6M | +22.8% | -9.1% | +31.9% | +25.0% |
| YTD | +0.2% | -13.6% | +13.8% | +3.1% |
| 1Y | +7.9% | -18.0% | +25.9% | +12.4% |
| 3Y | +55.8% | -33.7% | +89.5% | +69.5% |
| 5Y | +30.1% | -19.4% | +49.5% | +29.7% |
| 10Y | +248.9% | -21.3% | +270.1% | +238.8% |
| All | +50,186.6% | +707.3% | +49,479.4% | +20,292.0% |
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