+410.2%
GLW vs ALB
-34.0%
+444.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +6.5% |
| 7D | +3.8% | -8.1% | +11.8% | +5.3% |
| 30D | -1.3% | +6.3% | -7.6% | -2.8% |
| 3M | -21.8% | -23.6% | +1.8% | -18.4% |
| 6M | +6.9% | -24.6% | +31.5% | +11.8% |
| YTD | +77.2% | -10.3% | +87.4% | +81.0% |
| 1Y | +123.2% | +61.5% | +61.8% | +109.9% |
| All | +410.2% | -34.0% | +444.2% | +404.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling