+16.8%
QCOM vs GLXY
-38.8%
+55.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.6% | -1.9% |
| 7D | +4.3% | +5.3% | -1.0% | +3.3% |
| 30D | -0.1% | -19.8% | +19.7% | +2.2% |
| 3M | +5.2% | -31.4% | +36.6% | +9.2% |
| 6M | -18.4% | -53.3% | +35.0% | -11.5% |
| YTD | +2.4% | -35.7% | +38.1% | +5.1% |
| 1Y | +0.9% | -47.2% | +48.1% | +5.3% |
| All | +16.8% | -38.8% | +55.6% | +22.0% |
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