+526.0%
GLW vs QID
-99.0%
+625.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -3.0% |
| 7D | +7.7% | -7.1% | +14.9% | +4.6% |
| 30D | -18.8% | +12.6% | -31.5% | -11.9% |
| 3M | -27.7% | +14.2% | -42.0% | -20.2% |
| 6M | -44.4% | +6.2% | -50.6% | -37.7% |
| YTD | +31.3% | -21.8% | +53.1% | +32.1% |
| 1Y | +40.0% | -23.1% | +63.2% | +40.8% |
| 3Y | +339.2% | -71.3% | +410.6% | +223.5% |
| 5Y | +229.2% | -77.0% | +306.2% | +159.0% |
| All | +526.0% | -99.0% | +625.0% | +43.5% |
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