+837.6%
GLW vs AA
+121.7%
+715.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.5% | +4.0% | +6.6% |
| 7D | +14.0% | +1.7% | +12.4% | +13.5% |
| 30D | +0.4% | +3.3% | -3.0% | -0.8% |
| 3M | -11.3% | -29.4% | +18.1% | -3.3% |
| 6M | +35.1% | -12.8% | +47.9% | +39.1% |
| YTD | +90.5% | -2.1% | +92.7% | +90.3% |
| 1Y | +132.0% | +62.8% | +69.3% | +102.4% |
| 3Y | +463.3% | +90.5% | +372.8% | +345.6% |
| 5Y | +382.5% | +19.1% | +363.4% | +292.3% |
| 10Y | +837.6% | +124.8% | +712.9% | +421.8% |
| All | +837.6% | +121.7% | +715.9% | +421.8% |
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