+15.0%
QCOM vs GWRE
-44.7%
+59.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +7.8% | -13.2% | +21.1% | +8.5% |
| 30D | +12.2% | -18.6% | +30.8% | +12.9% |
| 3M | -9.9% | +18.9% | -28.8% | -11.6% |
| 6M | +36.9% | -11.0% | +47.9% | +38.1% |
| YTD | +8.0% | -29.9% | +37.9% | +13.7% |
| 1Y | +15.0% | -44.3% | +59.4% | +30.3% |
| All | +15.0% | -44.7% | +59.7% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling