+362.7%
GLW vs ALL
+113.3%
+249.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.5% |
| 7D | +1.4% | -2.6% | +4.0% | +0.8% |
| 30D | -18.2% | +12.7% | -30.9% | -15.4% |
| 3M | -24.2% | +0.4% | -24.6% | -23.3% |
| 6M | -41.7% | +23.8% | -65.5% | -40.1% |
| YTD | +38.3% | +27.8% | +10.5% | +41.7% |
| 1Y | +38.2% | +28.9% | +9.3% | +41.4% |
| All | +362.7% | +113.3% | +249.4% | +358.9% |
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 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