+68.2%
QCOM vs GNRC
+64.4%
+3.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +2.6% |
| 7D | +5.1% | +4.8% | +0.2% | +3.3% |
| 30D | +4.3% | -10.4% | +14.6% | +8.2% |
| 3M | -19.6% | -28.5% | +8.8% | -9.7% |
| 6M | +29.5% | -6.8% | +36.2% | +34.5% |
| YTD | +3.4% | +39.5% | -36.1% | -6.1% |
| 1Y | +10.9% | +3.4% | +7.5% | +9.7% |
| All | +68.2% | +64.4% | +3.8% | +34.0% |
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 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