+867.9%
GLW vs QID
-99.1%
+967.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.7% |
| 7D | +16.9% | -1.9% | +18.8% | +15.8% |
| 30D | +7.0% | +1.7% | +5.3% | +8.1% |
| 3M | -3.0% | -3.9% | +0.9% | -0.8% |
| 6M | +31.0% | -30.0% | +61.0% | +19.8% |
| YTD | +93.4% | -28.2% | +121.6% | +80.7% |
| 1Y | +134.7% | -35.6% | +170.4% | +112.5% |
| 3Y | +471.8% | -74.3% | +546.1% | +289.3% |
| 5Y | +394.5% | -80.8% | +475.3% | +246.4% |
| 10Y | +867.9% | -99.2% | +967.1% | +115.9% |
| All | +867.9% | -99.1% | +967.1% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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