+1,570.9%
QQQ vs GLW
+1,112.7%
+458.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -1.7% |
| 7D | +0.4% | +3.8% | -3.4% | -0.9% |
| 30D | +0.2% | -1.3% | +1.6% | +0.1% |
| 3M | -2.8% | -21.8% | +19.0% | +1.8% |
| 6M | +18.0% | +6.9% | +11.1% | +8.4% |
| YTD | +17.3% | +77.2% | -59.8% | -10.5% |
| 1Y | +25.6% | +123.2% | -97.7% | -11.9% |
| 3Y | +93.7% | +400.0% | -306.3% | +1.7% |
| 5Y | +94.2% | +342.8% | -248.7% | +5.6% |
| 10Y | +557.9% | +771.4% | -213.5% | +177.3% |
| All | +1,570.9% | +1,112.7% | +458.2% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling