+329.4%
QCOM vs GWRE
+844.6%
-515.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | +4.3% | -2.0% | +6.2% | +4.8% |
| 30D | -0.1% | -4.1% | +4.0% | +0.6% |
| 3M | +5.2% | -13.4% | +18.6% | +7.0% |
| 6M | -18.4% | +26.0% | -44.3% | -27.8% |
| YTD | +2.4% | -21.3% | +23.7% | +3.4% |
| 1Y | +0.9% | -27.5% | +28.4% | +4.5% |
| 3Y | +48.4% | +72.7% | -24.3% | +10.3% |
| 5Y | +16.6% | +26.4% | -9.8% | -7.0% |
| 10Y | +237.8% | +169.3% | +68.5% | +119.7% |
| All | +329.4% | +844.6% | -515.2% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling