+38.9%
QCOM vs GNRC
-58.2%
+97.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.9% |
| 7D | +4.4% | +3.2% | +1.2% | +3.3% |
| 30D | +9.4% | -9.5% | +18.9% | +12.6% |
| 3M | -13.7% | -28.5% | +14.9% | -4.4% |
| 6M | +28.9% | -10.0% | +38.9% | +33.7% |
| YTD | +4.7% | +36.7% | -32.0% | -4.5% |
| 1Y | +13.5% | +2.6% | +10.9% | +11.5% |
| 3Y | +77.1% | +61.9% | +15.2% | +47.4% |
| 5Y | +38.9% | -59.0% | +97.9% | +42.9% |
| All | +38.9% | -58.2% | +97.1% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling