+771.8%
GLW vs ACM
+129.8%
+641.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +3.8% | -3.7% | +7.5% | +5.6% |
| 30D | -1.3% | -11.1% | +9.8% | +3.0% |
| 3M | -21.8% | -8.0% | -13.8% | -20.3% |
| 6M | +6.9% | -29.7% | +36.6% | +23.7% |
| YTD | +77.2% | -29.4% | +106.5% | +102.0% |
| 1Y | +123.2% | -46.4% | +169.7% | +191.4% |
| 3Y | +400.0% | -22.3% | +422.3% | +429.3% |
| 5Y | +342.8% | +4.5% | +338.3% | +294.5% |
| All | +771.8% | +129.8% | +641.9% | +435.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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