+250.3%
QCOM vs GS
+657.0%
-406.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | +0.9% | +2.4% | +2.7% |
| 30D | +7.7% | -1.6% | +9.3% | +8.4% |
| 3M | -30.1% | -4.5% | -25.6% | -28.4% |
| 6M | +22.8% | +20.9% | +2.0% | +9.5% |
| YTD | +0.2% | +19.9% | -19.7% | -10.7% |
| 1Y | +7.9% | +41.4% | -33.6% | -12.8% |
| 3Y | +55.8% | +239.2% | -183.3% | -24.3% |
| 5Y | +30.1% | +185.0% | -155.0% | -31.5% |
| All | +250.3% | +657.0% | -406.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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