+410.2%
GLW vs ALL
+150.1%
+260.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.4% |
| 7D | +3.8% | 0.0% | +3.7% | +3.8% |
| 30D | -1.3% | -1.5% | +0.1% | -1.5% |
| 3M | -21.8% | +23.6% | -45.4% | -20.8% |
| 6M | +6.9% | +22.3% | -15.4% | +8.2% |
| YTD | +77.2% | +26.5% | +50.6% | +78.5% |
| 1Y | +123.2% | +27.0% | +96.2% | +124.4% |
| All | +410.2% | +150.1% | +260.2% | +337.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling