+394.5%
GLW vs QSR
+43.4%
+351.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +16.9% | -2.4% | +19.2% | +17.4% |
| 30D | +7.0% | +5.7% | +1.3% | +5.5% |
| 3M | -3.0% | +6.9% | -9.9% | -5.0% |
| 6M | +31.0% | +6.9% | +24.1% | +27.3% |
| YTD | +93.4% | +14.9% | +78.5% | +82.6% |
| 1Y | +134.7% | +29.1% | +105.6% | +110.9% |
| 3Y | +471.8% | +26.1% | +445.7% | +403.1% |
| 5Y | +394.5% | +42.3% | +352.1% | +279.5% |
| All | +394.5% | +43.4% | +351.0% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling