+1,481.8%
QQQ vs GLW
+798.7%
+683.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.2% |
| 7D | +3.6% | +7.7% | -4.1% | +1.0% |
| 30D | -6.7% | -18.8% | +12.1% | -0.7% |
| 3M | -7.0% | -27.7% | +20.7% | +1.5% |
| 6M | -4.7% | -44.4% | +39.8% | +9.2% |
| YTD | +11.1% | +31.3% | -20.2% | -8.0% |
| 1Y | +12.3% | +40.0% | -27.8% | -9.2% |
| 3Y | +83.3% | +339.2% | -255.9% | -1.3% |
| 5Y | +77.5% | +229.2% | -151.7% | +4.9% |
| 10Y | +528.3% | +528.4% | -0.1% | +190.2% |
| All | +1,481.8% | +798.7% | +683.1% | +421.3% |
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