+542.4%
GLW vs A
+328.7%
+213.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +7.7% |
| 7D | -5.9% | +4.8% | -10.6% | -7.8% |
| 30D | -26.0% | +5.6% | -31.6% | -27.8% |
| 3M | -29.9% | +23.6% | -53.5% | -37.2% |
| 6M | -37.8% | +56.4% | -94.1% | -51.5% |
| YTD | +33.1% | +33.4% | -0.3% | +12.3% |
| 1Y | +36.8% | +23.7% | +13.1% | +20.3% |
| 3Y | +356.1% | +71.0% | +285.1% | +216.6% |
| 5Y | +243.8% | +16.8% | +227.0% | +192.1% |
| 10Y | +542.4% | +323.8% | +218.6% | +155.7% |
| All | +542.4% | +328.7% | +213.7% | +155.7% |
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