+39.3%
QCOM vs GS
+184.4%
-145.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.4% | -3.1% | -5.5% |
| 7D | -15.5% | -6.3% | -9.1% | -11.5% |
| 30D | -13.4% | -3.1% | -10.3% | -11.2% |
| 3M | 0.0% | -17.7% | +17.7% | +12.7% |
| 6M | -15.2% | -4.6% | -10.7% | -12.8% |
| YTD | -6.9% | +0.3% | -7.2% | -7.8% |
| 1Y | -11.0% | +11.7% | -22.7% | -17.7% |
| All | +39.3% | +184.4% | -145.1% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling