+281.8%
QCOM vs GM
+221.2%
+60.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.2% |
| 7D | +4.4% | -1.1% | +5.5% | +4.7% |
| 30D | +9.4% | -4.6% | +13.9% | +11.2% |
| 3M | -13.7% | +0.2% | -13.9% | -13.9% |
| 6M | +28.9% | +12.6% | +16.3% | +21.9% |
| YTD | +4.7% | +3.7% | +1.1% | +1.9% |
| 1Y | +13.5% | +45.6% | -32.1% | -4.1% |
| 3Y | +77.1% | +162.0% | -84.9% | +13.9% |
| 5Y | +38.9% | +80.5% | -41.6% | +0.9% |
| 10Y | +281.8% | +231.3% | +50.4% | +127.3% |
| All | +281.8% | +221.2% | +60.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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