+69.4%
QCOM vs GM
+177.4%
-108.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | +1.9% | +1.4% | +2.7% |
| 30D | +7.7% | -1.4% | +9.1% | +8.1% |
| 3M | -30.1% | +5.9% | -36.0% | -31.4% |
| 6M | +22.8% | +12.4% | +10.5% | +17.6% |
| YTD | +0.2% | +8.6% | -8.4% | -3.2% |
| 1Y | +7.9% | +52.6% | -44.8% | -6.9% |
| All | +69.4% | +177.4% | -108.0% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling