+36.2%
QCOM vs GM
+84.0%
-47.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +4.1% |
| 7D | +5.1% | +0.4% | +4.7% | +4.8% |
| 30D | +4.3% | -1.8% | +6.1% | +4.9% |
| 3M | -19.6% | +2.6% | -22.2% | -20.7% |
| 6M | +29.5% | +14.6% | +14.9% | +20.9% |
| YTD | +3.4% | +6.2% | -2.8% | -0.6% |
| 1Y | +10.9% | +48.7% | -37.8% | -8.7% |
| 3Y | +74.8% | +168.3% | -93.5% | +3.2% |
| 5Y | +36.2% | +82.8% | -46.6% | -7.1% |
| All | +36.2% | +84.0% | -47.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling