+2,064.8%
QCOM vs GS
+1,690.5%
+374.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.8% | +3.6% |
| 7D | -5.3% | +0.3% | -5.7% | -5.3% |
| 30D | -4.2% | +3.9% | -8.1% | -5.8% |
| 3M | +7.0% | -11.4% | +18.5% | +13.7% |
| 6M | +3.8% | +3.7% | +0.1% | +1.9% |
| YTD | +2.8% | +7.1% | -4.3% | -1.2% |
| 1Y | +2.3% | +19.7% | -17.4% | -6.9% |
| 3Y | +54.4% | +202.8% | -148.4% | -11.2% |
| 5Y | +23.7% | +156.7% | -133.0% | -23.3% |
| 10Y | +240.0% | +548.7% | -308.8% | +29.3% |
| All | +2,064.8% | +1,690.5% | +374.3% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling