+382.5%
GLW vs QS
-74.6%
+457.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.0% | +5.5% | +7.3% |
| 7D | +14.0% | +2.2% | +11.8% | +13.7% |
| 30D | +0.4% | -8.1% | +8.4% | +1.5% |
| 3M | -11.3% | -27.0% | +15.7% | -7.7% |
| 6M | +35.1% | -16.4% | +51.5% | +38.8% |
| YTD | +90.5% | -46.4% | +136.9% | +103.6% |
| 1Y | +132.0% | -41.1% | +173.1% | +143.4% |
| 3Y | +463.3% | -18.6% | +481.9% | +432.6% |
| 5Y | +382.5% | -73.0% | +455.5% | +371.3% |
| All | +382.5% | -74.6% | +457.1% | +371.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling