+28.6%
GLW vs QS
-72.4%
+101.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.0% |
| 7D | -11.1% | +8.0% | -19.1% | -14.3% |
| 30D | -28.4% | -2.8% | -25.6% | -27.6% |
| 3M | -28.8% | -28.1% | -0.7% | -15.9% |
| 6M | -39.8% | -41.0% | +1.2% | -22.0% |
| YTD | +28.7% | -57.3% | +86.0% | +82.5% |
| All | +28.6% | -72.4% | +101.0% | +119.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling