+981.8%
GLW vs QLD
+9,036.4%
-8,054.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | -0.1% | -1.2% | -1.2% |
| 3M | -21.8% | -8.4% | -13.4% | -16.7% |
| 6M | +6.9% | +32.2% | -25.3% | -4.5% |
| YTD | +77.2% | +28.9% | +48.3% | +60.4% |
| 1Y | +123.2% | +43.8% | +79.4% | +91.5% |
| 3Y | +400.0% | +176.6% | +223.4% | +192.9% |
| 5Y | +342.8% | +121.6% | +221.2% | +159.4% |
| 10Y | +771.4% | +1,652.9% | -881.5% | +39.3% |
| All | +981.8% | +9,036.4% | -8,054.6% | -51.4% |
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