+493.9%
GLW vs AR
+44.3%
+449.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -13.9% | -14.3% | +0.3% | -12.2% |
| 30D | -35.0% | +1.4% | -36.4% | -35.1% |
| 3M | -32.4% | +3.4% | -35.7% | -32.8% |
| 6M | -41.3% | -2.1% | -39.3% | -41.6% |
| YTD | +21.8% | +4.7% | +17.1% | +19.4% |
| 1Y | +21.8% | +10.6% | +11.3% | +18.4% |
| 3Y | +307.7% | +24.6% | +283.1% | +285.0% |
| 5Y | +213.7% | +71.9% | +141.8% | +176.7% |
| All | +493.9% | +44.3% | +449.6% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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