+542.4%
GLW vs QLD
+1,470.2%
-927.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.8% | +2.5% | +5.9% |
| 7D | -5.9% | -1.4% | -4.5% | -4.9% |
| 30D | -26.0% | -19.6% | -6.4% | -17.5% |
| 3M | -29.9% | -14.1% | -15.7% | -24.0% |
| 6M | -37.8% | -13.6% | -24.1% | -31.4% |
| YTD | +33.1% | +12.5% | +20.6% | +31.3% |
| 1Y | +36.8% | +13.1% | +23.7% | +34.9% |
| 3Y | +356.1% | +154.7% | +201.4% | +206.6% |
| 5Y | +243.8% | +81.1% | +162.7% | +146.9% |
| 10Y | +542.4% | +1,418.0% | -875.6% | +45.3% |
| All | +542.4% | +1,470.2% | -927.8% | +45.3% |
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