+757.4%
GLW vs QID
-100.0%
+857.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -6.8% | +16.1% | +5.7% |
| 7D | -5.9% | -0.8% | -5.1% | -4.9% |
| 30D | -26.0% | +20.1% | -46.1% | -16.6% |
| 3M | -29.9% | +11.8% | -41.7% | -23.1% |
| 6M | -37.8% | +5.5% | -43.3% | -30.0% |
| YTD | +33.1% | -21.5% | +54.7% | +33.0% |
| 1Y | +36.8% | -22.6% | +59.5% | +37.1% |
| 3Y | +356.1% | -72.3% | +428.4% | +209.3% |
| 5Y | +243.8% | -76.9% | +320.7% | +152.3% |
| 10Y | +542.4% | -99.0% | +641.4% | +23.1% |
| All | +757.4% | -100.0% | +857.4% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling