+339.2%
GLW vs AA
+67.6%
+271.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.6% | -3.8% |
| 7D | +7.7% | +0.5% | +7.2% | +7.8% |
| 30D | -18.8% | -0.6% | -18.2% | -18.5% |
| 3M | -27.7% | -19.7% | -8.1% | -22.9% |
| 6M | -44.4% | -41.6% | -2.9% | -35.4% |
| YTD | +31.3% | -24.6% | +55.9% | +43.1% |
| 1Y | +40.0% | +4.9% | +35.2% | +41.8% |
| 3Y | +339.2% | +66.8% | +272.4% | +284.8% |
| All | +339.2% | +67.6% | +271.7% | +284.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling