+52.4%
QCOM vs GNRC
+88.4%
-36.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +13.0% | +11.9% | +1.1% | +8.4% |
| 30D | +0.2% | -10.0% | +10.1% | +3.4% |
| 3M | +9.2% | -13.1% | +22.3% | +13.3% |
| 6M | -15.0% | -28.5% | +13.5% | -5.3% |
| YTD | +5.2% | +41.4% | -36.3% | -6.8% |
| 1Y | +2.4% | +18.8% | -16.4% | -4.0% |
| All | +52.4% | +88.4% | -36.0% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling