+53.0%
QCOM vs GTLB
-49.8%
+102.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.5% |
| 7D | +2.0% | -9.6% | +11.6% | +4.0% |
| 30D | +1.2% | -15.5% | +16.7% | +4.6% |
| 3M | +9.1% | +12.4% | -3.2% | +6.3% |
| 6M | -25.0% | +84.6% | -109.5% | -34.4% |
| YTD | +4.8% | +26.1% | -21.2% | -2.3% |
| 1Y | +3.6% | +1.7% | +1.9% | +0.5% |
| 3Y | +51.5% | +6.1% | +45.4% | +39.3% |
| 5Y | +19.7% | -61.1% | +80.9% | +14.9% |
| All | +53.0% | -49.8% | +102.8% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling