+47.0%
QCOM vs GSK
+63.2%
-16.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | -6.6% | +7.0% | -13.7% | -7.4% |
| 3M | +3.7% | -2.7% | +6.3% | +4.0% |
| 6M | -13.3% | +1.4% | -14.7% | -13.8% |
| YTD | -1.8% | +5.3% | -7.1% | -3.9% |
| 1Y | -2.5% | +10.6% | -13.2% | -5.6% |
| 3Y | +47.0% | +62.6% | -15.6% | +42.0% |
| All | +47.0% | +63.2% | -16.2% | +42.0% |
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