+526.0%
GLW vs QSR
+137.6%
+388.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +7.7% | -2.9% | +10.7% | +8.8% |
| 30D | -18.8% | +4.1% | -23.0% | -20.3% |
| 3M | -27.7% | -0.7% | -27.1% | -28.3% |
| 6M | -44.4% | +0.4% | -44.9% | -45.5% |
| YTD | +31.3% | +13.5% | +17.8% | +21.1% |
| 1Y | +40.0% | +11.0% | +29.1% | +30.2% |
| 3Y | +339.2% | +22.0% | +317.3% | +283.2% |
| 5Y | +229.2% | +57.1% | +172.1% | +152.1% |
| All | +526.0% | +137.6% | +388.3% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling