+52.4%
QCOM vs GPN
-16.0%
+68.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.0% | +12.3% | +3.0% |
| 7D | +13.0% | -7.1% | +20.2% | +14.6% |
| 30D | +0.2% | +7.7% | -7.5% | -2.8% |
| 3M | +9.2% | -0.1% | +9.3% | +8.0% |
| 6M | -15.0% | +29.4% | -44.4% | -23.2% |
| YTD | +5.2% | +15.1% | -9.9% | -2.1% |
| 1Y | +2.4% | +15.4% | -13.1% | -4.9% |
| All | +52.4% | -16.0% | +68.4% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling