+878.7%
GLW vs QSR
+218.5%
+660.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +2.4% | +1.3% | +2.9% |
| 30D | -1.3% | +7.6% | -9.0% | -4.0% |
| 3M | -21.8% | +12.6% | -34.4% | -25.8% |
| 6M | +6.9% | +14.4% | -7.5% | +0.1% |
| YTD | +77.2% | +19.6% | +57.5% | +62.3% |
| 1Y | +123.2% | +33.9% | +89.4% | +94.6% |
| 3Y | +400.0% | +27.1% | +372.9% | +336.6% |
| 5Y | +342.8% | +48.5% | +294.3% | +257.6% |
| 10Y | +771.4% | +126.2% | +645.2% | +479.7% |
| All | +878.7% | +218.5% | +660.2% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling