+4,542.6%
GLW vs ADI
+36,130.1%
-31,587.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.0% |
| 7D | +3.8% | +0.4% | +3.3% | +3.6% |
| 30D | -1.3% | -3.8% | +2.4% | +0.4% |
| 3M | -21.8% | -15.3% | -6.6% | -15.2% |
| 6M | +6.9% | +6.7% | +0.2% | +6.4% |
| YTD | +77.2% | +34.8% | +42.4% | +60.5% |
| 1Y | +123.2% | +49.0% | +74.2% | +94.3% |
| 3Y | +400.0% | +108.1% | +291.9% | +271.7% |
| 5Y | +342.8% | +142.4% | +200.4% | +205.5% |
| 10Y | +771.4% | +589.9% | +181.5% | +299.2% |
| All | +4,542.6% | +36,130.1% | -31,587.5% | +725.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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