+69.0%
QCOM vs GTLB
+1.9%
+67.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +3.3% | +11.1% | -7.7% | +1.2% |
| 30D | +7.7% | +37.8% | -30.1% | +0.8% |
| 3M | -30.1% | +61.6% | -91.6% | -36.8% |
| 6M | +22.8% | +98.9% | -76.1% | +4.9% |
| YTD | +0.2% | +32.8% | -32.6% | -7.2% |
| 1Y | +7.9% | +14.7% | -6.8% | +2.4% |
| All | +69.0% | +1.9% | +67.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling