+46.2%
QCOM vs GTLB
-47.1%
+93.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | -30.1% | +61.6% | -91.6% | -36.7% |
| 6M | +22.8% | +98.9% | -76.1% | +5.5% |
| YTD | +0.2% | +32.8% | -32.6% | -7.4% |
| 1Y | +7.9% | +14.7% | -6.8% | +2.0% |
| 3Y | +55.8% | +1.3% | +54.5% | +44.2% |
| All | +46.2% | -47.1% | +93.3% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling