+85.5%
QQQ vs GLW
+360.9%
-275.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.4% | +15.5% | -9.2% | +2.8% |
| 30D | -7.5% | -19.6% | +12.1% | -3.2% |
| 3M | -4.8% | -28.5% | +23.7% | +1.3% |
| 6M | -2.5% | -39.5% | +37.0% | +5.2% |
| YTD | +12.4% | +37.2% | -24.8% | -8.3% |
| 1Y | +11.3% | +35.4% | -24.1% | -9.2% |
| All | +85.5% | +360.9% | -275.3% | +2.7% |
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