+96.2%
QQQ vs GLW
+461.7%
-365.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.6% | -1.8% |
| 7D | +1.5% | +14.0% | -12.5% | -1.6% |
| 30D | -0.6% | +0.4% | -1.0% | -1.1% |
| 3M | +0.4% | -11.3% | +11.8% | +0.7% |
| 6M | +20.1% | +35.1% | -15.0% | +5.1% |
| YTD | +17.2% | +90.5% | -73.3% | -10.5% |
| 1Y | +24.7% | +132.0% | -107.3% | -12.5% |
| 3Y | +96.2% | +463.3% | -367.1% | +1.2% |
| All | +96.2% | +461.7% | -365.5% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling