+205.7%
GLW vs QLD
+61.4%
+144.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -12.7% | -0.2% | -6.7% |
| 7D | -19.7% | -18.6% | -1.2% | -11.3% |
| 30D | -38.8% | -28.3% | -10.5% | -27.9% |
| 3M | -33.9% | -20.4% | -13.5% | -25.6% |
| 6M | -36.0% | -14.3% | -21.7% | -28.7% |
| YTD | +18.7% | +2.8% | +16.0% | +23.5% |
| 1Y | +19.8% | -1.2% | +21.0% | +26.5% |
| 3Y | +294.3% | +135.3% | +159.0% | +202.4% |
| 5Y | +205.7% | +62.6% | +143.2% | +136.1% |
| All | +205.7% | +61.4% | +144.3% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling