+554.2%
GLW vs AAL
-68.0%
+622.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.5% |
| 7D | +15.5% | +2.9% | +12.6% | +14.8% |
| 30D | -19.6% | +6.5% | -26.0% | -20.8% |
| 3M | -28.5% | -10.9% | -17.6% | -26.6% |
| 6M | -39.5% | +4.9% | -44.4% | -40.5% |
| YTD | +37.2% | -13.2% | +50.4% | +39.7% |
| 1Y | +35.4% | -1.1% | +36.5% | +33.6% |
| 3Y | +359.7% | +12.8% | +346.9% | +318.6% |
| 5Y | +244.0% | -34.4% | +278.4% | +242.5% |
| All | +554.2% | -68.0% | +622.1% | +598.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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