+3,093.2%
GLW vs AA
+213.5%
+2,879.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.6% |
| 7D | -13.9% | +0.9% | -14.8% | -14.1% |
| 30D | -35.0% | -6.7% | -28.3% | -33.4% |
| 3M | -32.4% | -16.3% | -16.0% | -28.4% |
| 6M | -41.3% | -37.1% | -4.2% | -31.8% |
| YTD | +21.8% | -25.0% | +46.9% | +32.4% |
| 1Y | +21.8% | +8.6% | +13.3% | +16.8% |
| 3Y | +307.7% | +57.2% | +250.4% | +218.5% |
| 5Y | +213.7% | -13.0% | +226.7% | +166.2% |
| 10Y | +509.3% | +65.5% | +443.7% | +222.4% |
| All | +3,093.2% | +213.5% | +2,879.8% | +1,040.1% |
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