+48.4%
QCOM vs GSK
+65.8%
-17.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.7% |
| 7D | +4.3% | +1.1% | +3.1% | +4.1% |
| 30D | -0.1% | +6.3% | -6.4% | -0.8% |
| 3M | +5.2% | +1.8% | +3.4% | +5.0% |
| 6M | -18.4% | +1.7% | -20.0% | -18.7% |
| YTD | +2.4% | +6.5% | -4.1% | +0.1% |
| 1Y | +0.9% | +9.5% | -8.6% | -2.0% |
| 3Y | +48.4% | +65.3% | -16.9% | +42.8% |
| All | +48.4% | +65.8% | -17.4% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling