+40.6%
GLW vs ALL
+42.7%
-2.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.7% | -2.9% |
| 7D | -9.5% | +7.5% | -17.0% | -2.3% |
| 30D | -25.5% | +19.7% | -45.2% | -9.8% |
| 3M | -25.6% | +2.9% | -28.5% | -21.7% |
| 6M | -25.5% | +23.5% | -49.0% | -6.2% |
| YTD | +36.4% | +31.1% | +5.2% | +79.1% |
| 1Y | +40.6% | +40.5% | +0.1% | +90.1% |
| All | +40.6% | +42.7% | -2.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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