+680.0%
QCOM vs GPN
+2,611.5%
-1,931.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | +7.7% | +5.8% | +1.9% | +5.0% |
| 3M | -30.1% | +37.0% | -67.1% | -39.2% |
| 6M | +22.8% | +20.1% | +2.7% | +11.8% |
| YTD | +0.2% | +20.4% | -20.2% | -9.8% |
| 1Y | +7.9% | +7.4% | +0.4% | +1.4% |
| 3Y | +55.8% | -26.1% | +81.9% | +65.5% |
| 5Y | +30.1% | -38.5% | +68.6% | +45.0% |
| 10Y | +248.9% | +28.4% | +220.5% | +179.8% |
| All | +680.0% | +2,611.5% | -1,931.5% | +83.7% |
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