+542.4%
GLW vs ALM
+2,221.4%
-1,679.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.1% | +1.2% | +8.7% |
| 7D | -5.9% | +0.7% | -6.6% | -5.9% |
| 30D | -26.0% | -26.1% | +0.1% | -24.6% |
| 3M | -29.9% | -38.1% | +8.2% | -27.8% |
| 6M | -37.8% | -55.4% | +17.6% | -35.1% |
| YTD | +33.1% | -0.4% | +33.5% | +35.9% |
| 1Y | +36.8% | +25.4% | +11.5% | +38.8% |
| 3Y | +356.1% | +907.8% | -551.7% | +337.3% |
| 5Y | +243.8% | +440.2% | -196.4% | +231.0% |
| 10Y | +542.4% | +2,031.1% | -1,488.8% | +506.1% |
| All | +542.4% | +2,221.4% | -1,679.0% | +506.1% |
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