+521.8%
GLW vs A
+312.5%
+209.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.6% |
| 7D | -11.1% | +1.4% | -12.5% | -11.5% |
| 30D | -28.4% | +4.3% | -32.7% | -29.7% |
| 3M | -28.8% | +19.8% | -48.6% | -35.2% |
| 6M | -39.8% | +54.4% | -94.2% | -52.8% |
| YTD | +28.7% | +31.7% | -3.0% | +9.3% |
| 1Y | +27.7% | +22.4% | +5.3% | +12.9% |
| 3Y | +331.3% | +67.7% | +263.6% | +202.6% |
| 5Y | +233.4% | +15.7% | +217.7% | +184.5% |
| 10Y | +521.8% | +308.7% | +213.1% | +148.2% |
| All | +521.8% | +312.5% | +209.3% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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