+305.2%
GLW vs ALC
+30.4%
+274.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -5.4% |
| 7D | +7.7% | -1.1% | +8.8% | +8.0% |
| 30D | -18.8% | +16.0% | -34.9% | -23.4% |
| 3M | -27.7% | +0.8% | -28.6% | -28.6% |
| 6M | -44.4% | +16.8% | -61.3% | -48.9% |
| YTD | +31.3% | -5.5% | +36.8% | +30.5% |
| 1Y | +40.0% | -5.3% | +45.3% | +38.8% |
| 3Y | +339.2% | +4.1% | +335.2% | +300.9% |
| 5Y | +229.2% | -7.1% | +236.2% | +211.7% |
| All | +305.2% | +30.4% | +274.8% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling