+132.0%
GLW vs ALC
-12.7%
+144.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.0% | +9.5% | +6.9% |
| 7D | +14.0% | -3.7% | +17.7% | +12.7% |
| 30D | +0.4% | -3.7% | +4.1% | -0.7% |
| 3M | -11.3% | +4.6% | -15.9% | -10.2% |
| 6M | +35.1% | -14.6% | +49.7% | +38.0% |
| YTD | +90.5% | -11.9% | +102.4% | +95.5% |
| 1Y | +132.0% | -13.1% | +145.2% | +136.5% |
| All | +132.0% | -12.7% | +144.7% | +136.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling