+38.2%
QCOM vs GWRE
+14.4%
+23.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +4.9% | -30.9% | +35.9% | +15.0% |
| 30D | +9.3% | -20.7% | +30.0% | +14.7% |
| 3M | -7.0% | +20.2% | -27.1% | -15.6% |
| 6M | +32.0% | -11.9% | +43.9% | +30.5% |
| YTD | +5.0% | -30.3% | +35.3% | +12.6% |
| 1Y | +13.6% | -44.6% | +58.2% | +33.2% |
| 3Y | +77.6% | +48.8% | +28.8% | +22.8% |
| 5Y | +38.2% | +14.8% | +23.4% | +6.5% |
| All | +38.2% | +14.4% | +23.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling