+282.9%
QCOM vs GWRE
+131.0%
+151.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +7.8% | -13.2% | +21.1% | +12.7% |
| 30D | +12.2% | -18.6% | +30.8% | +17.8% |
| 3M | -9.9% | +18.9% | -28.8% | -19.0% |
| 6M | +36.9% | -11.0% | +47.9% | +34.0% |
| YTD | +8.0% | -29.9% | +37.9% | +15.2% |
| 1Y | +15.0% | -44.3% | +59.4% | +34.6% |
| 3Y | +75.8% | +51.7% | +24.2% | +24.3% |
| 5Y | +42.2% | +15.4% | +26.7% | +9.4% |
| All | +282.9% | +131.0% | +151.9% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling