+521.8%
GLW vs AA
+45.1%
+476.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.1% |
| 7D | -11.1% | +1.2% | -12.3% | -11.2% |
| 30D | -28.4% | -5.0% | -23.4% | -27.3% |
| 3M | -28.8% | -22.2% | -6.6% | -23.8% |
| 6M | -39.8% | -36.3% | -3.5% | -32.1% |
| YTD | +28.7% | -24.2% | +52.9% | +37.9% |
| 1Y | +27.7% | +3.9% | +23.8% | +26.1% |
| 3Y | +331.3% | +67.6% | +263.8% | +255.4% |
| 5Y | +233.4% | -8.8% | +242.3% | +193.8% |
| 10Y | +521.8% | +45.0% | +476.8% | +274.8% |
| All | +521.8% | +45.1% | +476.7% | +274.8% |
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