+6.9%
GLW vs ALAB
+177.3%
-170.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.8% | -4.1% | +0.7% |
| 7D | +3.8% | +7.2% | -3.5% | -0.1% |
| 30D | -1.3% | -2.5% | +1.2% | -0.3% |
| 3M | -21.8% | -13.3% | -8.5% | -15.5% |
| 6M | +6.9% | +172.8% | -165.9% | -18.9% |
| All | +6.9% | +177.3% | -170.4% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling