+769.5%
GLW vs ALL
+368.3%
+401.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.2% |
| 7D | +3.8% | 0.0% | +3.7% | +3.7% |
| 30D | -1.3% | -1.5% | +0.1% | -1.2% |
| 3M | -21.8% | +23.6% | -45.4% | -30.0% |
| 6M | +6.9% | +22.3% | -15.4% | -4.3% |
| YTD | +77.2% | +26.5% | +50.6% | +54.8% |
| 1Y | +123.2% | +27.0% | +96.2% | +93.6% |
| 3Y | +400.0% | +149.6% | +250.4% | +191.2% |
| 5Y | +342.8% | +118.1% | +224.7% | +168.1% |
| All | +769.5% | +368.3% | +401.2% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling