+132.0%
GLW vs ALAB
+48.4%
+83.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -6.9% | +14.5% | +10.1% |
| 7D | +14.0% | +3.2% | +10.8% | +12.2% |
| 30D | +0.4% | -13.6% | +13.9% | +5.4% |
| 3M | -11.3% | -16.6% | +5.3% | -4.7% |
| 6M | +35.1% | +142.3% | -107.3% | +12.8% |
| YTD | +90.5% | +73.6% | +16.9% | +66.6% |
| 1Y | +132.0% | +33.7% | +98.4% | +108.2% |
| All | +132.0% | +48.4% | +83.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling