+640.1%
GLW vs A
+457.0%
+183.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | +3.8% | -1.9% | +5.7% | +4.7% |
| 30D | -1.3% | +6.9% | -8.3% | -4.7% |
| 3M | -21.8% | +9.2% | -31.0% | -25.4% |
| 6M | +6.9% | +25.7% | -18.8% | -6.2% |
| YTD | +77.2% | +11.5% | +65.6% | +63.9% |
| 1Y | +123.2% | +18.4% | +104.9% | +100.0% |
| 3Y | +400.0% | +26.6% | +373.4% | +320.0% |
| 5Y | +342.8% | -12.8% | +355.6% | +334.7% |
| 10Y | +771.4% | +247.2% | +524.2% | +334.1% |
| All | +640.1% | +457.0% | +183.1% | +128.5% |
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 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