+38.9%
QCOM vs GPN
-46.4%
+85.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.3% |
| 7D | +4.4% | -6.2% | +10.6% | +6.8% |
| 30D | +9.4% | +1.0% | +8.3% | +8.6% |
| 3M | -13.7% | +36.9% | -50.6% | -24.8% |
| 6M | +28.9% | +16.8% | +12.1% | +19.0% |
| YTD | +4.7% | +13.2% | -8.5% | -2.9% |
| 1Y | +13.5% | +1.4% | +12.1% | +9.8% |
| 3Y | +77.1% | -28.6% | +105.7% | +93.7% |
| 5Y | +38.9% | -47.0% | +85.9% | +57.6% |
| All | +38.9% | -46.4% | +85.3% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling