+30.9%
QCOM vs GPC
+30.9%
0.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | +7.7% | +6.0% | +1.7% | +5.6% |
| 3M | -30.1% | +42.6% | -72.7% | -39.2% |
| 6M | +22.8% | +22.8% | +0.1% | +12.8% |
| YTD | +0.2% | +15.5% | -15.3% | -7.2% |
| 1Y | +7.9% | +2.0% | +5.8% | +5.1% |
| 3Y | +55.8% | -1.4% | +57.3% | +47.7% |
| All | +30.9% | +30.9% | 0.0% | -0.5% |
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