+4,542.6%
GLW vs AA
+295.2%
+4,247.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.4% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | -1.3% | +5.0% | -6.3% | -3.3% |
| 3M | -21.8% | -35.8% | +14.0% | -9.8% |
| 6M | +6.9% | -18.4% | +25.3% | +13.1% |
| YTD | +77.2% | -5.5% | +82.6% | +77.9% |
| 1Y | +123.2% | +61.0% | +62.3% | +86.0% |
| 3Y | +400.0% | +66.2% | +333.8% | +279.8% |
| 5Y | +342.8% | +11.4% | +331.4% | +241.2% |
| 10Y | +771.4% | +116.9% | +654.5% | +317.3% |
| All | +4,542.6% | +295.2% | +4,247.4% | +1,432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling