+2.0%
QCOM vs GTLB
+3.0%
-0.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +3.9% |
| 7D | +5.8% | -9.6% | +15.4% | +7.4% |
| 30D | -2.3% | -14.5% | +12.2% | -0.1% |
| 3M | +2.7% | +20.9% | -18.2% | +0.7% |
| 6M | -21.0% | +81.4% | -102.4% | -27.2% |
| YTD | +1.8% | +25.6% | -23.7% | -3.7% |
| All | +2.0% | +3.0% | -0.9% | -3.2% |
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