+230.9%
QCOM vs GRMN
+693.0%
-462.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.5% |
| 7D | +5.8% | +6.4% | -0.6% | +2.6% |
| 30D | -2.3% | +8.7% | -11.0% | -6.4% |
| 3M | +2.7% | -5.8% | +8.5% | +5.7% |
| 6M | -21.0% | +22.5% | -43.6% | -30.2% |
| YTD | +1.8% | +45.6% | -43.8% | -18.9% |
| 1Y | +2.4% | +47.5% | -45.0% | -19.0% |
| 3Y | +52.1% | +166.2% | -114.1% | -22.0% |
| 5Y | +14.6% | +124.1% | -109.4% | -35.4% |
| 10Y | +230.9% | +668.0% | -437.2% | +2.3% |
| All | +230.9% | +693.0% | -462.1% | +2.3% |
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