+2.3%
QCOM vs GLXY
-57.6%
+59.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -17.0% | +22.3% | +7.9% |
| 7D | -5.3% | -26.8% | +21.5% | -1.1% |
| 30D | -4.2% | -38.3% | +34.1% | +2.3% |
| 3M | +7.0% | -36.9% | +43.9% | +13.0% |
| 6M | +3.8% | -52.1% | +55.9% | +13.8% |
| YTD | +2.8% | -37.5% | +40.4% | +5.9% |
| 1Y | +2.3% | -55.2% | +57.5% | +10.8% |
| All | +2.3% | -57.6% | +59.9% | +10.8% |
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