+243.8%
GLW vs QID
-76.4%
+320.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -6.8% | +16.1% | +5.9% |
| 7D | -5.9% | -0.8% | -5.1% | -4.9% |
| 30D | -26.0% | +20.1% | -46.1% | -17.4% |
| 3M | -29.9% | +11.8% | -41.7% | -23.6% |
| 6M | -37.8% | +5.5% | -43.3% | -30.7% |
| YTD | +33.1% | -21.5% | +54.7% | +34.9% |
| 1Y | +36.8% | -22.6% | +59.5% | +39.0% |
| 3Y | +356.1% | -72.3% | +428.4% | +257.7% |
| 5Y | +243.8% | -76.9% | +320.7% | +172.1% |
| All | +243.8% | -76.4% | +320.3% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling