+19.8%
GLW vs Q
+66.4%
-46.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | -2.6% |
| 7D | -13.9% | +0.3% | -14.2% | -13.9% |
| 30D | -35.0% | -9.8% | -25.2% | -29.1% |
| 3M | -32.4% | -12.2% | -20.1% | -24.3% |
| 6M | -41.3% | -21.6% | -19.7% | -27.2% |
| YTD | +21.8% | +43.6% | -21.7% | +12.2% |
| 1Y | +21.8% | +25.7% | -3.8% | +17.4% |
| All | +19.8% | +66.4% | -46.6% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling