+0.9%
QCOM vs GM
+20.2%
-19.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | -0.1% | +3.6% | -3.6% | -1.3% |
| 3M | +5.2% | -0.2% | +5.5% | +5.1% |
| 6M | -18.4% | +13.9% | -32.3% | -21.8% |
| YTD | +2.4% | +6.5% | -4.0% | 0.0% |
| 1Y | +0.9% | +20.7% | -19.8% | -10.7% |
| All | +0.9% | +20.2% | -19.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling