+70.4%
QCOM vs GWRE
+51.5%
+19.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +2.1% |
| 7D | +4.4% | -26.2% | +30.6% | +8.8% |
| 30D | +9.4% | -17.8% | +27.1% | +11.7% |
| 3M | -13.7% | +14.2% | -27.9% | -17.5% |
| 6M | +28.9% | -12.9% | +41.8% | +29.4% |
| YTD | +4.7% | -29.2% | +34.0% | +10.4% |
| 1Y | +13.5% | -44.4% | +57.9% | +28.0% |
| All | +70.4% | +51.5% | +19.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling