+2,289.5%
GLW vs ALB
+2,112.1%
+177.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +15.5% | -3.6% | +19.1% | +17.0% |
| 30D | -19.6% | -2.9% | -16.7% | -19.1% |
| 3M | -28.5% | -25.8% | -2.7% | -21.4% |
| 6M | -39.5% | -53.6% | +14.1% | -22.2% |
| YTD | +37.2% | -32.4% | +69.6% | +53.0% |
| 1Y | +35.4% | -13.0% | +48.5% | +37.8% |
| 3Y | +359.7% | -15.0% | +374.7% | +310.7% |
| 5Y | +244.0% | -63.5% | +307.5% | +289.7% |
| 10Y | +556.7% | +34.7% | +522.0% | +293.4% |
| All | +2,289.5% | +2,112.1% | +177.3% | +525.0% |
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 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