+11.2%
QCOM vs GS
+138.4%
-127.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +0.4% | -3.2% | +3.6% | +2.8% |
| 30D | -6.6% | -2.4% | -4.2% | -4.6% |
| 3M | +3.7% | -15.7% | +19.4% | +16.1% |
| 6M | -13.3% | -6.8% | -6.5% | -9.6% |
| YTD | -1.8% | -0.1% | -1.7% | -2.9% |
| 1Y | -2.5% | +12.1% | -14.6% | -10.9% |
| 3Y | +47.0% | +185.8% | -138.8% | -31.1% |
| All | +11.2% | +138.4% | -127.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling