+48.4%
QCOM vs GRMN
+155.8%
-107.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | -0.1% | +1.2% | -1.3% | -0.4% |
| 3M | +5.2% | -8.9% | +14.1% | +7.9% |
| 6M | -18.4% | +23.0% | -41.4% | -23.9% |
| YTD | +2.4% | +41.2% | -38.8% | -9.2% |
| 1Y | +0.9% | +47.5% | -46.6% | -11.7% |
| 3Y | +48.4% | +155.8% | -107.4% | +19.4% |
| All | +48.4% | +155.8% | -107.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling