+19.7%
QCOM vs GPC
+6.4%
+13.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.0% |
| 7D | +2.0% | -2.1% | +4.0% | +2.7% |
| 30D | +1.2% | -4.5% | +5.8% | +2.7% |
| 3M | +9.1% | -7.7% | +16.8% | +11.8% |
| 6M | -25.0% | +24.3% | -49.3% | -31.8% |
| YTD | +4.8% | +3.5% | +1.4% | +0.5% |
| 1Y | +3.6% | +0.7% | +2.9% | +0.4% |
| 3Y | +51.5% | 0.0% | +51.5% | +38.4% |
| 5Y | +19.7% | +5.8% | +13.9% | -4.9% |
| All | +19.7% | +6.4% | +13.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling