+2.3%
QCOM vs GTLB
+6.1%
-3.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -5.3% | -9.7% | +4.3% | -4.1% |
| 30D | -4.2% | +1.7% | -5.9% | -4.3% |
| 3M | +7.0% | +43.6% | -36.5% | +2.5% |
| 6M | +3.8% | +113.0% | -109.2% | -6.4% |
| YTD | +2.8% | +39.5% | -36.7% | -4.3% |
| 1Y | +2.3% | +12.6% | -10.3% | -4.9% |
| All | +2.3% | +6.1% | -3.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling