+7.9%
QCOM vs GLXY
+8.0%
-0.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +3.3% | +13.4% | -10.1% | +1.1% |
| 30D | +7.7% | +38.1% | -30.4% | +1.7% |
| 3M | -30.1% | -7.3% | -22.7% | -29.8% |
| 6M | +22.8% | +8.2% | +14.7% | +19.5% |
| YTD | +0.2% | +17.8% | -17.6% | -5.8% |
| 1Y | +7.9% | +14.9% | -7.1% | +9.3% |
| All | +7.9% | +8.0% | -0.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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