+46,613.4%
QCOM vs GPC
+1,938.9%
+44,674.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.6% | -7.9% | -8.7% |
| 7D | -15.5% | +1.7% | -17.1% | -16.0% |
| 30D | -13.4% | -2.3% | -11.1% | -12.6% |
| 3M | 0.0% | -4.5% | +4.5% | +2.0% |
| 6M | -15.2% | +21.6% | -36.8% | -24.6% |
| YTD | -6.9% | +4.0% | -11.0% | -12.0% |
| 1Y | -11.0% | +3.5% | -14.5% | -15.6% |
| 3Y | +39.8% | +2.1% | +37.6% | +27.4% |
| 5Y | +7.2% | +5.5% | +1.7% | -4.9% |
| 10Y | +207.7% | +90.7% | +116.9% | +86.0% |
| All | +46,613.4% | +1,938.9% | +44,674.5% | +8,861.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling