+410.2%
GLW vs ALC
-13.3%
+423.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.9% |
| 7D | +3.8% | -2.1% | +5.9% | +4.0% |
| 30D | -1.3% | -0.1% | -1.2% | -1.5% |
| 3M | -21.8% | +5.9% | -27.7% | -22.8% |
| 6M | +6.9% | -15.9% | +22.8% | +11.5% |
| YTD | +77.2% | -10.1% | +87.3% | +80.9% |
| 1Y | +123.2% | -10.2% | +133.5% | +127.5% |
| All | +410.2% | -13.3% | +423.6% | +417.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling