+562.0%
GLW vs AR
+58.9%
+503.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.2% |
| 7D | +1.4% | +2.1% | -0.7% | +1.2% |
| 30D | -18.2% | +4.5% | -22.7% | -18.7% |
| 3M | -24.2% | +1.0% | -25.2% | -24.4% |
| 6M | -41.7% | +4.4% | -46.1% | -42.4% |
| YTD | +38.3% | +10.9% | +27.4% | +34.6% |
| 1Y | +38.2% | +8.6% | +29.6% | +34.8% |
| 3Y | +363.4% | +48.5% | +314.9% | +328.1% |
| 5Y | +254.6% | +95.7% | +158.8% | +208.0% |
| 10Y | +562.0% | +55.5% | +506.5% | +429.7% |
| All | +562.0% | +58.9% | +503.0% | +429.7% |
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