+562.0%
GLW vs ALL
+371.2%
+190.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | -18.2% | +12.7% | -30.9% | -21.9% |
| 3M | -24.2% | +0.4% | -24.6% | -25.1% |
| 6M | -41.7% | +23.8% | -65.5% | -48.3% |
| YTD | +38.3% | +27.8% | +10.5% | +19.5% |
| 1Y | +38.2% | +28.9% | +9.3% | +18.7% |
| 3Y | +363.4% | +113.9% | +249.5% | +193.2% |
| 5Y | +254.6% | +157.4% | +97.2% | +91.6% |
| 10Y | +562.0% | +369.0% | +193.0% | +167.1% |
| All | +562.0% | +371.2% | +190.8% | +167.1% |
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 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