+837.6%
GLW vs AME
+421.6%
+416.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.5% | +7.5% |
| 7D | +14.0% | +2.8% | +11.2% | +11.5% |
| 30D | +0.4% | -6.3% | +6.6% | +6.2% |
| 3M | -11.3% | +5.4% | -16.7% | -13.8% |
| 6M | +35.1% | +7.4% | +27.6% | +30.8% |
| YTD | +90.5% | +16.2% | +74.4% | +74.1% |
| 1Y | +132.0% | +26.8% | +105.2% | +97.3% |
| 3Y | +463.3% | +57.5% | +405.8% | +291.7% |
| 5Y | +382.5% | +84.8% | +297.7% | +189.2% |
| 10Y | +837.6% | +424.3% | +413.3% | +190.6% |
| All | +837.6% | +421.6% | +416.0% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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