+38.2%
GLW vs ALM
+14.6%
+23.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +1.4% | -7.2% | +8.6% | +4.4% |
| 30D | -18.2% | -26.4% | +8.1% | -9.4% |
| 3M | -24.2% | -38.6% | +14.4% | -11.8% |
| 6M | -41.7% | -61.0% | +19.3% | -25.0% |
| YTD | +38.3% | -7.4% | +45.7% | +64.8% |
| 1Y | +38.2% | +14.0% | +24.2% | +60.3% |
| All | +38.2% | +14.6% | +23.6% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling