+732.7%
GLW vs QLD
+8,245.8%
-7,513.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.8% |
| 7D | -9.5% | -9.4% | -0.1% | -4.9% |
| 30D | -25.5% | -17.1% | -8.4% | -17.7% |
| 3M | -25.6% | -10.4% | -15.2% | -20.9% |
| 6M | -25.5% | +0.7% | -26.2% | -23.6% |
| YTD | +36.4% | +17.7% | +18.6% | +29.9% |
| 1Y | +40.6% | +14.7% | +25.9% | +35.8% |
| 3Y | +352.8% | +169.6% | +183.2% | +171.7% |
| 5Y | +267.1% | +86.7% | +180.4% | +137.1% |
| 10Y | +581.8% | +1,600.8% | -1,018.9% | +11.2% |
| All | +732.7% | +8,245.8% | -7,513.1% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling