+429.6%
QCOM vs GM
+238.5%
+191.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | +1.9% | +1.4% | +2.5% |
| 30D | +7.7% | -1.4% | +9.1% | +8.2% |
| 3M | -30.1% | +5.9% | -36.0% | -31.7% |
| 6M | +22.8% | +12.4% | +10.5% | +16.4% |
| YTD | +0.2% | +8.6% | -8.4% | -4.1% |
| 1Y | +7.9% | +52.6% | -44.8% | -10.2% |
| 3Y | +55.8% | +169.7% | -113.8% | +0.1% |
| 5Y | +30.1% | +87.5% | -57.5% | -6.0% |
| 10Y | +248.9% | +233.0% | +15.9% | +85.4% |
| All | +429.6% | +238.5% | +191.1% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling