+40.6%
GLW vs QSR
+23.8%
+16.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.3% | -2.2% |
| 7D | -9.5% | +5.2% | -14.7% | -6.2% |
| 30D | -25.5% | +12.2% | -37.7% | -19.3% |
| 3M | -25.6% | +7.0% | -32.6% | -21.6% |
| 6M | -25.5% | -0.3% | -25.2% | -22.1% |
| YTD | +36.4% | +18.0% | +18.4% | +50.9% |
| 1Y | +40.6% | +22.6% | +18.0% | +51.8% |
| All | +40.6% | +23.8% | +16.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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