+0.9%
QCOM vs GPN
+20.1%
-19.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.8% |
| 7D | +4.3% | -5.6% | +9.9% | +4.5% |
| 30D | -0.1% | +13.6% | -13.7% | -1.7% |
| 3M | +5.2% | -2.8% | +8.0% | +6.2% |
| 6M | -18.4% | +38.1% | -56.4% | -24.4% |
| YTD | +2.4% | +19.9% | -17.5% | -0.5% |
| 1Y | +0.9% | +23.4% | -22.5% | -5.0% |
| All | +0.9% | +20.1% | -19.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling