+453.8%
GLW vs QQQM
+152.0%
+301.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.2% |
| 7D | +7.8% | -0.6% | +8.4% | +8.4% |
| 30D | -0.4% | -1.2% | +0.8% | +0.7% |
| 3M | -5.6% | -0.1% | -5.5% | -3.6% |
| 6M | +26.7% | +18.0% | +8.8% | +15.2% |
| YTD | +91.0% | +16.7% | +74.4% | +75.8% |
| 1Y | +122.4% | +23.0% | +99.4% | +98.0% |
| 3Y | +471.0% | +93.3% | +377.7% | +277.9% |
| 5Y | +385.6% | +96.3% | +289.4% | +205.1% |
| All | +453.8% | +152.0% | +301.8% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 10y: compounded portfolio wealth divided by compounded QQQM 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…
10y analysis · Full analysis span regression · 6 months rolling