+14.1%
QCOM vs GTLB
-62.5%
+76.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | +4.3% | -0.7% | +5.0% | +4.4% |
| 30D | -0.1% | -10.2% | +10.1% | +2.2% |
| 3M | +5.2% | +10.1% | -4.9% | +2.9% |
| 6M | -18.4% | +116.5% | -134.8% | -31.0% |
| YTD | +2.4% | +27.2% | -24.8% | -4.7% |
| 1Y | +0.9% | +8.6% | -7.7% | -3.4% |
| 3Y | +48.4% | +5.6% | +42.8% | +36.4% |
| All | +14.1% | -62.5% | +76.6% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling