Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GLW vs ALM✓SelectedUSD · ALMGLW vs ALM performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,318.0%
ALM return
+7,705.7%
Excess return
-6,387.8%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+5.7%-1.5%+7.2%+5.7%
7D+3.8%-2.6%+6.4%+3.8%
30D-1.3%+32.0%-33.4%-1.5%
3M-21.8%-15.0%-6.8%-21.8%
6M+6.9%-10.1%+17.0%+6.9%
YTD+77.2%+99.4%-22.3%+76.8%
1Y+123.2%+316.4%-193.1%+122.4%
3Y+400.0%+2,022.0%-1,622.0%+396.1%
5Y+342.8%+941.2%-598.4%+339.7%
10Y+771.4%+2,950.3%-2,179.0%+762.9%
All+1,318.0%+7,705.7%-6,387.8%+1,292.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling