+87.3%
GLW vs Q
+75.3%
+12.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.2% | +5.8% |
| 7D | +14.0% | +6.7% | +7.3% | +8.6% |
| 30D | +0.4% | -10.6% | +11.0% | +9.3% |
| 3M | -11.3% | -14.6% | +3.3% | +2.6% |
| 6M | +35.1% | +12.1% | +23.0% | +34.2% |
| YTD | +90.5% | +51.3% | +39.3% | +66.4% |
| All | +87.3% | +75.3% | +12.0% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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