+21.8%
GLW vs QLD
+1.8%
+20.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | -0.3% |
| 7D | -13.9% | -10.3% | -3.7% | -2.9% |
| 30D | -35.0% | -26.1% | -8.9% | -7.9% |
| 3M | -32.4% | -17.8% | -14.6% | -15.3% |
| 6M | -41.3% | -15.6% | -25.8% | -26.3% |
| YTD | +21.8% | +5.4% | +16.5% | +23.1% |
| 1Y | +21.8% | +5.2% | +16.6% | +24.1% |
| All | +21.8% | +1.8% | +20.1% | +24.1% |
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