+521.8%
GLW vs AR
+52.4%
+469.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +5.1% |
| 7D | -11.1% | -5.8% | -5.3% | -10.4% |
| 30D | -28.4% | +4.8% | -33.3% | -28.9% |
| 3M | -28.8% | +1.5% | -30.3% | -29.1% |
| 6M | -39.8% | +4.7% | -44.5% | -40.5% |
| YTD | +28.7% | +9.2% | +19.5% | +25.5% |
| 1Y | +27.7% | +11.2% | +16.6% | +24.1% |
| 3Y | +331.3% | +46.2% | +285.1% | +299.2% |
| 5Y | +233.4% | +98.1% | +135.4% | +189.2% |
| 10Y | +521.8% | +54.5% | +467.2% | +403.6% |
| All | +521.8% | +52.4% | +469.4% | +403.6% |
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