+521.8%
GLW vs ALB
+34.3%
+487.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.1% |
| 7D | -11.1% | +5.3% | -16.4% | -12.7% |
| 30D | -28.4% | -6.3% | -22.2% | -27.3% |
| 3M | -28.8% | -27.4% | -1.4% | -22.6% |
| 6M | -39.8% | -53.1% | +13.3% | -26.2% |
| YTD | +28.7% | -32.3% | +61.1% | +41.3% |
| 1Y | +27.7% | -7.3% | +35.0% | +28.1% |
| 3Y | +331.3% | -14.9% | +346.3% | +297.7% |
| 5Y | +233.4% | -62.0% | +295.5% | +278.5% |
| 10Y | +521.8% | +33.0% | +488.8% | +258.1% |
| All | +521.8% | +34.3% | +487.4% | +258.1% |
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