+50.9%
QCOM vs GTLB
-50.0%
+100.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.4% | +8.5% | +4.2% |
| 7D | +5.1% | +4.6% | +0.5% | +4.0% |
| 30D | +4.3% | +21.0% | -16.7% | +0.2% |
| 3M | -19.6% | +51.7% | -71.3% | -26.4% |
| 6M | +29.5% | +89.3% | -59.8% | +12.2% |
| YTD | +3.4% | +25.6% | -22.3% | -3.5% |
| 1Y | +10.9% | -1.5% | +12.5% | +8.1% |
| 3Y | +74.8% | -9.9% | +84.7% | +65.5% |
| All | +50.9% | -50.0% | +100.8% | +41.8% |
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