+438.1%
QCOM vs GM
+245.8%
+192.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.1% |
| 7D | +5.8% | -0.3% | +6.1% | +6.0% |
| 30D | -2.3% | +8.4% | -10.7% | -5.6% |
| 3M | +2.7% | +2.6% | +0.1% | +1.1% |
| 6M | -21.0% | +14.3% | -35.3% | -25.9% |
| YTD | +1.8% | +11.0% | -9.2% | -3.9% |
| 1Y | +2.4% | +27.8% | -25.4% | -8.5% |
| 3Y | +52.1% | +246.7% | -194.5% | -11.8% |
| 5Y | +14.6% | +59.6% | -44.9% | -12.4% |
| 10Y | +230.9% | +249.1% | -18.3% | +72.1% |
| All | +438.1% | +245.8% | +192.4% | +165.8% |
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