+232.0%
GLW vs QSR
+53.9%
+178.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +7.5% | -2.9% | +10.4% | +7.9% |
| 30D | -19.0% | +4.1% | -23.2% | -19.7% |
| 3M | -27.9% | -0.7% | -27.2% | -28.1% |
| 6M | -44.6% | +0.4% | -45.0% | -45.0% |
| YTD | +31.0% | +13.5% | +17.5% | +23.9% |
| 1Y | +39.7% | +11.0% | +28.7% | +33.0% |
| 3Y | +338.2% | +22.0% | +316.2% | +291.2% |
| All | +232.0% | +53.9% | +178.1% | +146.0% |
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