+342.1%
GLW vs ADM
+62.5%
+279.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +3.8% | 0.0% | +2.9% |
| 30D | -1.3% | +9.8% | -11.1% | -3.5% |
| 3M | -21.8% | +2.1% | -23.9% | -22.3% |
| 6M | +6.9% | +27.5% | -20.6% | +0.4% |
| YTD | +77.2% | +50.2% | +26.9% | +60.3% |
| 1Y | +123.2% | +40.6% | +82.7% | +104.5% |
| 3Y | +400.0% | +17.2% | +382.8% | +381.8% |
| All | +342.1% | +62.5% | +279.6% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling