+559.9%
QQQ vs GLW
+875.8%
-315.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +1.0% | +16.9% | -15.9% | -4.7% |
| 30D | -0.6% | +7.0% | -7.6% | -3.7% |
| 3M | +1.3% | -3.0% | +4.3% | -1.8% |
| 6M | +18.1% | +31.0% | -12.8% | -2.6% |
| YTD | +16.9% | +93.4% | -76.5% | -21.2% |
| 1Y | +24.0% | +134.7% | -110.8% | -24.4% |
| 3Y | +95.6% | +471.8% | -376.2% | -24.2% |
| 5Y | +94.5% | +394.5% | -300.0% | -20.3% |
| All | +559.9% | +875.8% | -315.9% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling