+769.5%
GLW vs ALM
+2,950.3%
-2,180.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.8% |
| 7D | +3.8% | -2.6% | +6.4% | +3.9% |
| 30D | -1.3% | +32.0% | -33.4% | -2.9% |
| 3M | -21.8% | -15.0% | -6.8% | -21.6% |
| 6M | +6.9% | -10.1% | +17.0% | +6.7% |
| YTD | +77.2% | +99.4% | -22.3% | +73.6% |
| 1Y | +123.2% | +316.4% | -193.1% | +114.8% |
| 3Y | +400.0% | +2,022.0% | -1,622.0% | +361.1% |
| 5Y | +342.8% | +941.2% | -598.4% | +311.2% |
| All | +769.5% | +2,950.3% | -2,180.9% | +703.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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