+478.1%
GLW vs QSR
+25.9%
+452.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +16.9% | -2.4% | +19.2% | +16.8% |
| 30D | +7.0% | +5.7% | +1.3% | +6.9% |
| 3M | -3.0% | +6.9% | -9.9% | -3.2% |
| 6M | +31.0% | +6.9% | +24.1% | +29.9% |
| YTD | +93.4% | +14.9% | +78.5% | +89.0% |
| 1Y | +134.7% | +29.1% | +105.6% | +122.1% |
| All | +478.1% | +25.9% | +452.2% | +438.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling