+282.9%
QCOM vs GPN
+28.5%
+254.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +7.8% | -4.3% | +12.2% | +9.8% |
| 30D | +12.2% | 0.0% | +12.2% | +11.8% |
| 3M | -9.9% | +35.8% | -45.7% | -22.4% |
| 6M | +36.9% | +22.0% | +14.9% | +22.8% |
| YTD | +8.0% | +15.2% | -7.2% | -1.6% |
| 1Y | +15.0% | +3.5% | +11.5% | +9.5% |
| 3Y | +75.8% | -26.9% | +102.8% | +89.4% |
| 5Y | +42.2% | -44.2% | +86.4% | +68.3% |
| All | +282.9% | +28.5% | +254.4% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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