+21.8%
GLW vs ALL
+28.6%
-6.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | -1.8% |
| 7D | -13.9% | -1.9% | -12.0% | -15.3% |
| 30D | -35.0% | +13.8% | -48.8% | -25.1% |
| 3M | -32.4% | -7.0% | -25.4% | -35.6% |
| 6M | -41.3% | +18.0% | -59.4% | -29.7% |
| YTD | +21.8% | +24.2% | -2.3% | +51.8% |
| 1Y | +21.8% | +31.2% | -9.3% | +55.9% |
| All | +21.8% | +28.6% | -6.7% | +55.9% |
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