+508.8%
GLW vs QS
-47.0%
+555.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.6% | +8.1% | +2.0% |
| 7D | +16.9% | -4.2% | +21.1% | +17.2% |
| 30D | +7.0% | -15.7% | +22.7% | +8.3% |
| 3M | -3.0% | -28.7% | +25.7% | -0.6% |
| 6M | +31.0% | -23.2% | +54.2% | +33.8% |
| YTD | +93.4% | -49.9% | +143.3% | +101.8% |
| 1Y | +134.7% | -38.8% | +173.5% | +141.6% |
| 3Y | +471.8% | -24.0% | +495.8% | +462.8% |
| 5Y | +394.5% | -75.6% | +470.1% | +390.9% |
| All | +508.8% | -47.0% | +555.8% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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