+50,186.6%
QCOM vs GSK
+626.3%
+49,560.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | +3.3% | -1.8% | +5.2% | +4.1% |
| 30D | +7.7% | -2.2% | +9.9% | +8.5% |
| 3M | -30.1% | -1.8% | -28.2% | -30.0% |
| 6M | +22.8% | -10.6% | +33.5% | +27.0% |
| YTD | +0.2% | +4.4% | -4.2% | -3.3% |
| 1Y | +7.9% | +30.4% | -22.6% | -5.7% |
| 3Y | +55.8% | +60.1% | -4.2% | +21.8% |
| 5Y | +30.1% | +46.8% | -16.7% | +3.3% |
| 10Y | +248.9% | +79.2% | +169.7% | +150.5% |
| All | +50,186.6% | +626.3% | +49,560.3% | +22,826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling