+542.4%
GLW vs ALB
+38.2%
+504.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.3% |
| 7D | -5.9% | +9.5% | -15.3% | -8.5% |
| 30D | -26.0% | -2.1% | -23.9% | -25.8% |
| 3M | -29.9% | -24.1% | -5.7% | -24.7% |
| 6M | -37.8% | -51.0% | +13.2% | -24.6% |
| YTD | +33.1% | -29.3% | +62.5% | +44.3% |
| 1Y | +36.8% | +3.2% | +33.7% | +33.2% |
| 3Y | +356.1% | -9.3% | +365.4% | +312.5% |
| 5Y | +243.8% | -61.6% | +305.4% | +290.6% |
| 10Y | +542.4% | +40.8% | +501.6% | +266.4% |
| All | +542.4% | +38.2% | +504.2% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling