+232.7%
GLW vs ALB
-64.0%
+296.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | +7.7% | -5.8% | +13.5% | +9.1% |
| 30D | -18.8% | -4.5% | -14.3% | -18.2% |
| 3M | -27.7% | -28.1% | +0.3% | -23.0% |
| 6M | -44.4% | -53.2% | +8.7% | -35.5% |
| YTD | +31.3% | -33.3% | +64.6% | +41.9% |
| 1Y | +40.0% | -17.4% | +57.5% | +45.7% |
| 3Y | +339.2% | -14.1% | +353.4% | +320.9% |
| All | +232.7% | -64.0% | +296.7% | +276.5% |
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