+342.1%
GLW vs A
-12.8%
+354.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | +3.8% | -1.9% | +5.7% | +4.5% |
| 30D | -1.3% | +6.9% | -8.3% | -3.8% |
| 3M | -21.8% | +9.2% | -31.0% | -24.5% |
| 6M | +6.9% | +25.7% | -18.8% | -2.8% |
| YTD | +77.2% | +11.5% | +65.6% | +68.2% |
| 1Y | +123.2% | +18.4% | +104.9% | +106.6% |
| 3Y | +400.0% | +26.6% | +373.4% | +335.5% |
| All | +342.1% | -12.8% | +354.9% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling