+697.3%
QCOM vs GPN
+2,600.4%
-1,903.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.3% |
| 7D | +4.3% | -5.6% | +9.9% | +6.1% |
| 30D | -0.1% | +13.6% | -13.7% | -6.9% |
| 3M | +5.2% | -2.8% | +8.0% | +4.2% |
| 6M | -18.4% | +38.1% | -56.4% | -30.9% |
| YTD | +2.4% | +19.9% | -17.5% | -9.6% |
| 1Y | +0.9% | +23.4% | -22.5% | -12.0% |
| 3Y | +48.4% | -12.6% | +61.0% | +43.9% |
| 5Y | +16.6% | -26.6% | +43.2% | +19.2% |
| 10Y | +237.8% | +40.4% | +197.4% | +156.5% |
| All | +697.3% | +2,600.4% | -1,903.2% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling