+242.8%
QCOM vs GPC
+85.0%
+157.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.5% | +0.4% | +5.2% | +5.5% |
| 30D | -1.1% | -1.8% | +0.7% | -0.6% |
| 3M | +7.6% | -6.6% | +14.2% | +10.2% |
| 6M | -20.1% | +21.3% | -41.4% | -27.4% |
| YTD | +3.0% | +4.3% | -1.2% | -1.7% |
| 1Y | +3.2% | +3.3% | 0.0% | -1.1% |
| 3Y | +48.9% | +0.8% | +48.1% | +38.1% |
| 5Y | +21.1% | +7.4% | +13.7% | +7.9% |
| 10Y | +242.8% | +79.2% | +163.5% | +154.0% |
| All | +242.8% | +85.0% | +157.8% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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