+542.4%
GLW vs AME
+465.0%
+77.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.1% | +5.6% |
| 7D | -5.9% | -1.5% | -4.4% | -4.0% |
| 30D | -26.0% | -4.2% | -21.8% | -22.6% |
| 3M | -29.9% | -5.9% | -23.9% | -25.0% |
| 6M | -37.8% | +2.8% | -40.6% | -37.2% |
| YTD | +33.1% | +16.6% | +16.6% | +22.9% |
| 1Y | +36.8% | +22.1% | +14.7% | +22.0% |
| 3Y | +356.1% | +64.7% | +291.4% | +209.5% |
| 5Y | +243.8% | +76.6% | +167.2% | +116.8% |
| 10Y | +542.4% | +443.9% | +98.5% | +101.1% |
| All | +542.4% | +465.0% | +77.4% | +101.1% |
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