+74.8%
QCOM vs GPN
-27.1%
+101.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.5% | +4.2% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +4.3% | +3.8% | +0.4% | +2.9% |
| 3M | -19.6% | +39.2% | -58.8% | -28.3% |
| 6M | +29.5% | +17.9% | +11.6% | +21.2% |
| YTD | +3.4% | +16.4% | -13.0% | -3.3% |
| 1Y | +10.9% | +3.6% | +7.3% | +7.9% |
| 3Y | +74.8% | -26.7% | +101.5% | +83.3% |
| All | +74.8% | -27.1% | +101.9% | +83.3% |
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