+339.2%
GLW vs ALM
+909.2%
-570.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.7% | -12.0% | -5.5% |
| 7D | +7.7% | +1.2% | +6.5% | +7.5% |
| 30D | -18.8% | -19.3% | +0.5% | -16.3% |
| 3M | -27.7% | -40.6% | +12.9% | -22.5% |
| 6M | -44.4% | -57.9% | +13.5% | -38.5% |
| YTD | +31.3% | -6.7% | +38.0% | +40.9% |
| 1Y | +40.0% | +20.2% | +19.9% | +48.8% |
| 3Y | +339.2% | +879.4% | -540.2% | +340.1% |
| All | +339.2% | +909.2% | -570.0% | +340.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling