+552.9%
QQQ vs GLW
+844.8%
-292.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.1% |
| 7D | -1.3% | +11.7% | -13.0% | -5.3% |
| 30D | -1.4% | +2.7% | -4.0% | -3.0% |
| 3M | +2.3% | -2.8% | +5.1% | -1.1% |
| 6M | +16.9% | +20.2% | -3.3% | -0.1% |
| YTD | +15.6% | +87.3% | -71.6% | -21.2% |
| 1Y | +22.6% | +119.6% | -97.0% | -23.1% |
| 3Y | +93.5% | +453.7% | -360.1% | -24.2% |
| 5Y | +93.9% | +376.1% | -282.2% | -19.4% |
| All | +552.9% | +844.8% | -292.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GLW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling