+230.9%
QCOM vs GSK
+101.6%
+129.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | +5.8% | +4.9% | +0.9% | +4.3% |
| 30D | -2.3% | +10.8% | -13.1% | -5.5% |
| 3M | +2.7% | -1.8% | +4.5% | +3.0% |
| 6M | -21.0% | +4.1% | -25.1% | -22.8% |
| YTD | +1.8% | +7.9% | -6.1% | -2.6% |
| 1Y | +2.4% | +14.4% | -12.0% | -4.2% |
| 3Y | +52.1% | +68.1% | -16.0% | +19.1% |
| 5Y | +14.6% | +47.7% | -33.0% | -7.2% |
| 10Y | +230.9% | +100.5% | +130.4% | +135.5% |
| All | +230.9% | +101.6% | +129.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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