+589.7%
QCOM vs GNRC
+2,127.0%
-1,537.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | +4.3% | +7.9% | -3.6% | +1.9% |
| 30D | -0.1% | -3.7% | +3.6% | +0.7% |
| 3M | +5.2% | -11.9% | +17.2% | +8.0% |
| 6M | -18.4% | -28.6% | +10.3% | -10.8% |
| YTD | +2.4% | +39.9% | -37.5% | -8.7% |
| 1Y | +0.9% | +23.4% | -22.5% | -6.9% |
| 3Y | +48.4% | +84.2% | -35.9% | +18.5% |
| 5Y | +16.6% | -57.3% | +73.9% | +29.0% |
| 10Y | +237.8% | +376.8% | -139.0% | +94.7% |
| All | +589.7% | +2,127.0% | -1,537.4% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling