+17.5%
QCOM vs GLXY
-40.0%
+57.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +5.5% | -16.2% | +21.7% | +7.8% |
| 30D | -1.1% | -30.6% | +29.5% | +3.2% |
| 3M | +7.6% | -27.7% | +35.3% | +10.9% |
| 6M | -20.1% | -53.3% | +33.3% | -13.2% |
| YTD | +3.0% | -36.9% | +39.9% | +6.2% |
| 1Y | +3.2% | -55.6% | +58.9% | +9.7% |
| All | +17.5% | -40.0% | +57.5% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling