+2,985.3%
GLW vs ALB
+2,835.3%
+150.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +7.2% |
| 7D | +3.8% | -8.1% | +11.8% | +6.6% |
| 30D | -1.3% | +6.3% | -7.6% | -3.9% |
| 3M | -21.8% | -23.6% | +1.8% | -14.9% |
| 6M | +6.9% | -24.6% | +31.5% | +16.1% |
| YTD | +77.2% | -10.3% | +87.4% | +79.9% |
| 1Y | +123.2% | +61.5% | +61.8% | +81.2% |
| 3Y | +400.0% | -34.0% | +434.0% | +393.9% |
| 5Y | +342.8% | -44.6% | +387.4% | +330.7% |
| 10Y | +771.4% | +76.1% | +695.3% | +377.0% |
| All | +2,985.3% | +2,835.3% | +150.1% | +635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling