+263.7%
QCOM vs GRMN
+633.1%
-369.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +4.3% | -11.3% | +15.6% | +10.7% |
| 3M | -19.6% | +17.7% | -37.3% | -27.5% |
| 6M | +29.5% | +14.2% | +15.3% | +18.3% |
| YTD | +3.4% | +37.0% | -33.7% | -14.9% |
| 1Y | +10.9% | +17.0% | -6.1% | -1.0% |
| 3Y | +74.8% | +183.2% | -108.4% | -14.6% |
| 5Y | +36.2% | +77.3% | -41.1% | -12.4% |
| 10Y | +263.7% | +630.9% | -367.2% | +17.0% |
| All | +263.7% | +633.1% | -369.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling