+767.2%
GLW vs QLD
+1,646.9%
-879.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | -0.1% | -1.2% | -1.2% |
| 3M | -21.8% | -8.4% | -13.4% | -17.2% |
| 6M | +6.9% | +32.2% | -25.3% | -3.1% |
| YTD | +77.2% | +28.9% | +48.3% | +62.5% |
| 1Y | +123.2% | +43.8% | +79.4% | +95.7% |
| 3Y | +400.0% | +176.6% | +223.4% | +218.4% |
| 5Y | +342.8% | +121.6% | +221.2% | +185.5% |
| All | +767.2% | +1,646.9% | -879.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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