+837.6%
GLW vs ADM
+158.6%
+679.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +14.0% | -0.1% | +14.1% | +14.0% |
| 30D | +0.4% | +11.0% | -10.7% | -4.4% |
| 3M | -11.3% | +6.0% | -17.3% | -14.3% |
| 6M | +35.1% | +26.9% | +8.1% | +19.9% |
| YTD | +90.5% | +50.0% | +40.5% | +56.7% |
| 1Y | +132.0% | +39.6% | +92.4% | +95.6% |
| 3Y | +463.3% | +18.5% | +444.8% | +396.7% |
| 5Y | +382.5% | +62.6% | +319.9% | +225.8% |
| 10Y | +837.6% | +162.4% | +675.2% | +341.0% |
| All | +837.6% | +158.6% | +679.0% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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