+409.1%
GLW vs A
+546.2%
-137.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.8% |
| 7D | -13.9% | -0.1% | -13.9% | -13.8% |
| 30D | -35.0% | +3.4% | -38.3% | -35.8% |
| 3M | -32.4% | +23.8% | -56.2% | -39.2% |
| 6M | -41.3% | +49.0% | -90.3% | -52.6% |
| YTD | +21.8% | +29.4% | -7.5% | +4.9% |
| 1Y | +21.8% | +19.4% | +2.5% | +9.1% |
| 3Y | +307.7% | +66.2% | +241.5% | +200.3% |
| 5Y | +213.7% | +15.8% | +197.9% | +168.3% |
| 10Y | +509.3% | +326.1% | +183.2% | +175.2% |
| All | +409.1% | +546.2% | -137.2% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling