+521.8%
GLW vs ACM
+133.7%
+388.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | -11.1% | +6.6% | -17.7% | -13.6% |
| 30D | -28.4% | +19.8% | -48.2% | -34.2% |
| 3M | -28.8% | -3.1% | -25.7% | -28.8% |
| 6M | -39.8% | -11.5% | -28.3% | -37.8% |
| YTD | +28.7% | -24.7% | +53.4% | +42.4% |
| 1Y | +27.7% | -45.1% | +72.8% | +65.7% |
| 3Y | +331.3% | -8.9% | +340.2% | +320.2% |
| 5Y | +233.4% | +5.4% | +228.1% | +195.3% |
| 10Y | +521.8% | +131.1% | +390.7% | +260.1% |
| All | +521.8% | +133.7% | +388.1% | +260.1% |
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