+285.5%
GLW vs ALAB
+339.3%
-53.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.6% | +5.7% |
| 7D | +1.4% | +3.4% | -2.0% | +0.6% |
| 30D | -18.2% | -28.8% | +10.5% | -11.5% |
| 3M | -24.2% | -26.0% | +1.8% | -18.8% |
| 6M | -41.7% | +11.4% | -53.1% | -40.7% |
| YTD | +38.3% | +38.8% | -0.5% | +33.4% |
| 1Y | +38.2% | +37.8% | +0.4% | +32.8% |
| All | +285.5% | +339.3% | -53.9% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling