+32.1%
GLW vs Q
+32.1%
0.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.9% | +2.3% | +3.4% |
| 7D | -5.9% | +8.4% | -14.3% | -11.7% |
| 30D | -26.0% | -1.2% | -24.8% | -25.0% |
| 3M | -29.9% | -9.3% | -20.6% | -23.5% |
| 6M | -37.8% | -15.0% | -22.8% | -27.0% |
| YTD | +33.1% | +53.5% | -20.4% | +11.9% |
| All | +32.1% | +32.1% | 0.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling