+837.6%
GLW vs A
+237.5%
+600.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.7% | +10.2% | +8.9% |
| 7D | +14.0% | -2.1% | +16.1% | +15.1% |
| 30D | +0.4% | +0.6% | -0.2% | -0.4% |
| 3M | -11.3% | +10.9% | -22.2% | -16.5% |
| 6M | +35.1% | +28.2% | +6.9% | +15.9% |
| YTD | +90.5% | +8.6% | +82.0% | +78.1% |
| 1Y | +132.0% | +15.5% | +116.5% | +108.7% |
| 3Y | +463.3% | +31.8% | +431.5% | +347.0% |
| 5Y | +382.5% | -14.9% | +397.4% | +390.1% |
| 10Y | +837.6% | +237.8% | +599.8% | +302.1% |
| All | +837.6% | +237.5% | +600.2% | +302.1% |
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