+29.1%
GLW vs Q
+68.3%
-39.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -1.4% |
| 7D | +7.7% | +1.2% | +6.6% | +7.0% |
| 30D | -18.8% | -2.7% | -16.2% | -16.7% |
| 3M | -27.7% | -16.9% | -10.8% | -15.5% |
| 6M | -44.4% | -26.9% | -17.6% | -27.7% |
| YTD | +31.3% | +45.2% | -13.9% | +20.1% |
| 1Y | +40.0% | +38.1% | +1.9% | +30.9% |
| All | +29.1% | +68.3% | -39.3% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling