+39.7%
GLW vs QLD
+10.7%
+29.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.1% | -1.7% |
| 7D | +7.5% | +7.0% | +0.5% | -0.2% |
| 30D | -19.0% | -14.3% | -4.7% | -3.4% |
| 3M | -27.9% | -16.0% | -11.9% | -11.4% |
| 6M | -44.6% | -14.2% | -30.3% | -32.0% |
| YTD | +31.0% | +12.8% | +18.2% | +23.6% |
| 1Y | +39.7% | +14.1% | +25.7% | +30.6% |
| All | +39.7% | +10.7% | +29.1% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling