+1,584.5%
GLW vs AMCR
+106.4%
+1,478.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +3.8% | -1.9% | +5.6% | +4.5% |
| 30D | -1.3% | -4.1% | +2.7% | 0.0% |
| 3M | -21.8% | +21.7% | -43.5% | -28.3% |
| 6M | +6.9% | +1.5% | +5.4% | +5.2% |
| YTD | +77.2% | +13.1% | +64.0% | +66.9% |
| 1Y | +123.2% | +16.5% | +106.7% | +107.2% |
| 3Y | +400.0% | +10.3% | +389.7% | +365.1% |
| 5Y | +342.8% | -7.7% | +350.5% | +339.5% |
| 10Y | +771.4% | +24.6% | +746.8% | +642.6% |
| All | +1,584.5% | +106.4% | +1,478.0% | +1,177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling