+239.9%
GLW vs AS
+133.7%
+106.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.6% | -12.4% |
| 7D | -19.7% | +7.1% | -26.9% | -20.9% |
| 30D | -38.8% | +12.8% | -51.6% | -40.3% |
| 3M | -33.9% | -14.7% | -19.1% | -31.9% |
| 6M | -36.0% | -9.9% | -26.0% | -35.2% |
| YTD | +18.7% | -16.1% | +34.9% | +21.4% |
| 1Y | +19.8% | +0.2% | +19.6% | +18.9% |
| All | +239.9% | +133.7% | +106.1% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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