+307.7%
GLW vs A
+64.2%
+243.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | -13.9% | -0.1% | -13.9% | -13.8% |
| 30D | -35.0% | +3.4% | -38.3% | -35.4% |
| 3M | -32.4% | +23.8% | -56.2% | -36.4% |
| 6M | -41.3% | +49.0% | -90.3% | -48.3% |
| YTD | +21.8% | +29.4% | -7.5% | +12.4% |
| 1Y | +21.8% | +19.4% | +2.5% | +15.9% |
| 3Y | +307.7% | +66.2% | +241.5% | +247.5% |
| All | +307.7% | +64.2% | +243.4% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling