+1,371.3%
GLW vs AR
-27.2%
+1,398.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | +3.8% | +2.5% | +1.3% | +3.4% |
| 30D | -1.3% | +14.8% | -16.1% | -3.2% |
| 3M | -21.8% | +6.2% | -28.0% | -22.7% |
| 6M | +6.9% | +4.3% | +2.6% | +5.4% |
| YTD | +77.2% | +14.4% | +62.8% | +71.9% |
| 1Y | +123.2% | +21.3% | +101.9% | +114.4% |
| 3Y | +400.0% | +39.8% | +360.2% | +364.9% |
| 5Y | +342.8% | +142.1% | +200.7% | +272.8% |
| 10Y | +771.4% | +52.0% | +719.3% | +587.2% |
| All | +1,371.3% | -27.2% | +1,398.5% | +1,153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling