+455.9%
QCOM vs GM
+232.6%
+223.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.5% |
| 7D | +13.0% | -3.4% | +16.5% | +14.4% |
| 30D | +0.2% | +2.7% | -2.5% | -1.3% |
| 3M | +9.2% | -0.4% | +9.6% | +8.7% |
| 6M | -15.0% | +13.3% | -28.3% | -19.8% |
| YTD | +5.2% | +6.8% | -1.6% | +0.8% |
| 1Y | +2.4% | +21.1% | -18.7% | -6.7% |
| 3Y | +52.0% | +231.0% | -179.1% | -10.4% |
| 5Y | +19.7% | +41.9% | -22.2% | -4.4% |
| 10Y | +246.9% | +205.7% | +41.2% | +89.9% |
| All | +455.9% | +232.6% | +223.3% | +178.6% |
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