+3.6%
QCOM vs GTLB
+3.7%
-0.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.6% |
| 7D | +2.0% | -9.6% | +11.6% | +3.5% |
| 30D | +1.2% | -15.5% | +16.7% | +3.6% |
| 3M | +9.1% | +12.4% | -3.2% | +7.9% |
| 6M | -25.0% | +84.6% | -109.5% | -31.0% |
| YTD | +4.8% | +26.1% | -21.2% | -1.0% |
| 1Y | +3.6% | +1.7% | +1.9% | -1.2% |
| All | +3.6% | +3.7% | -0.1% | -1.2% |
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