+542.4%
GLW vs AA
+64.5%
+477.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +7.7% |
| 7D | -5.9% | +4.8% | -10.7% | -6.9% |
| 30D | -26.0% | -0.6% | -25.4% | -25.7% |
| 3M | -29.9% | -16.3% | -13.6% | -26.5% |
| 6M | -37.8% | -33.4% | -4.4% | -30.6% |
| YTD | +33.1% | -20.7% | +53.8% | +40.9% |
| 1Y | +36.8% | +12.9% | +23.9% | +32.1% |
| 3Y | +356.1% | +75.7% | +280.4% | +270.9% |
| 5Y | +243.8% | -6.8% | +250.6% | +201.2% |
| 10Y | +542.4% | +53.6% | +488.8% | +281.6% |
| All | +542.4% | +64.5% | +477.9% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling