+331.9%
GLW vs QS
-60.6%
+392.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.2% |
| 7D | +15.5% | -5.6% | +21.1% | +16.0% |
| 30D | -19.6% | -5.8% | -13.7% | -19.3% |
| 3M | -28.5% | -39.2% | +10.7% | -25.8% |
| 6M | -39.5% | -53.9% | +14.4% | -36.1% |
| YTD | +37.2% | -62.8% | +100.0% | +46.3% |
| 1Y | +35.4% | -73.5% | +108.9% | +46.8% |
| 3Y | +359.7% | -29.1% | +388.8% | +358.5% |
| 5Y | +244.0% | -90.0% | +334.0% | +249.9% |
| All | +331.9% | -60.6% | +392.5% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling