+54.3%
QCOM vs GPC
-1.1%
+55.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +3.3% | +1.2% | +2.1% | +3.1% |
| 30D | +7.7% | +6.0% | +1.7% | +6.5% |
| 3M | -30.1% | +42.6% | -72.7% | -35.7% |
| 6M | +22.8% | +22.8% | +0.1% | +16.6% |
| YTD | +0.2% | +15.5% | -15.3% | -4.6% |
| 1Y | +7.9% | +2.0% | +5.8% | +5.8% |
| All | +54.3% | -1.1% | +55.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling