+282.9%
QCOM vs GNRC
+448.8%
-165.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | -0.1% | +1.9% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | +12.2% | -15.7% | +27.9% | +18.7% |
| 3M | -9.9% | -27.3% | +17.5% | +0.1% |
| 6M | +36.9% | -12.1% | +49.0% | +42.9% |
| YTD | +8.0% | +37.1% | -29.1% | -3.6% |
| 1Y | +15.0% | -0.5% | +15.5% | +13.0% |
| 3Y | +75.8% | +61.5% | +14.3% | +41.2% |
| 5Y | +42.2% | -58.6% | +100.8% | +68.0% |
| All | +282.9% | +448.8% | -165.9% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling