+339.2%
GLW vs A
+64.5%
+274.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.5% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | -18.8% | 0.0% | -18.8% | -18.6% |
| 3M | -27.7% | +16.7% | -44.4% | -30.8% |
| 6M | -44.4% | +54.8% | -99.3% | -51.6% |
| YTD | +31.3% | +28.8% | +2.5% | +21.3% |
| 1Y | +40.0% | +19.3% | +20.7% | +33.1% |
| 3Y | +339.2% | +65.5% | +273.7% | +275.4% |
| All | +339.2% | +64.5% | +274.7% | +275.4% |
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