+239.6%
GLW vs ALAB
+262.8%
-23.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +1.0% |
| 7D | -13.9% | -26.3% | +12.3% | -7.3% |
| 30D | -35.0% | -50.1% | +15.1% | -23.2% |
| 3M | -32.4% | -42.5% | +10.1% | -22.9% |
| 6M | -41.3% | -10.8% | -30.5% | -37.1% |
| YTD | +21.8% | +14.6% | +7.2% | +23.3% |
| 1Y | +21.8% | +17.1% | +4.7% | +22.4% |
| All | +239.6% | +262.8% | -23.2% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling