+307.7%
GLW vs AA
+52.9%
+254.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.7% |
| 7D | -13.9% | +0.9% | -14.8% | -14.1% |
| 30D | -35.0% | -6.7% | -28.3% | -33.6% |
| 3M | -32.4% | -16.3% | -16.0% | -28.9% |
| 6M | -41.3% | -37.1% | -4.2% | -33.1% |
| YTD | +21.8% | -25.0% | +46.9% | +32.8% |
| 1Y | +21.8% | +8.6% | +13.3% | +22.3% |
| 3Y | +307.7% | +57.2% | +250.4% | +262.2% |
| All | +307.7% | +52.9% | +254.8% | +262.2% |
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