+212.6%
GLW vs ALB
-61.7%
+274.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -13.9% | +9.1% | -23.0% | -15.7% |
| 30D | -35.0% | -3.4% | -31.6% | -34.6% |
| 3M | -32.4% | -20.6% | -11.8% | -29.4% |
| 6M | -41.3% | -48.2% | +6.8% | -33.3% |
| YTD | +21.8% | -29.2% | +51.1% | +30.1% |
| 1Y | +21.8% | +10.0% | +11.8% | +20.0% |
| 3Y | +307.7% | -12.9% | +320.6% | +289.8% |
| All | +212.6% | -61.7% | +274.4% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling