+47.0%
QCOM vs GRMN
+160.2%
-113.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | +4.7% | -4.4% | -1.0% |
| 30D | -6.6% | +3.4% | -10.0% | -7.5% |
| 3M | +3.7% | -5.0% | +8.7% | +5.1% |
| 6M | -13.3% | +18.6% | -31.9% | -18.2% |
| YTD | -1.8% | +42.5% | -44.3% | -13.1% |
| 1Y | -2.5% | +42.3% | -44.8% | -13.7% |
| 3Y | +47.0% | +158.5% | -111.5% | +16.7% |
| All | +47.0% | +160.2% | -113.3% | +16.7% |
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