+493.9%
GLW vs ALM
+2,022.9%
-1,529.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.5% |
| 7D | -13.9% | -6.7% | -7.3% | -13.5% |
| 30D | -35.0% | -32.9% | -2.1% | -33.3% |
| 3M | -32.4% | -39.5% | +7.1% | -30.2% |
| 6M | -41.3% | -62.0% | +20.6% | -38.3% |
| YTD | +21.8% | -7.8% | +29.7% | +25.0% |
| 1Y | +21.8% | +26.7% | -4.8% | +23.9% |
| 3Y | +307.7% | +825.4% | -517.7% | +292.8% |
| 5Y | +213.7% | +401.2% | -187.5% | +203.5% |
| All | +493.9% | +2,022.9% | -1,529.0% | +462.1% |
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