+21.8%
GLW vs AS
+0.9%
+21.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -13.9% | +6.9% | -20.9% | -15.9% |
| 30D | -35.0% | +16.0% | -51.0% | -38.5% |
| 3M | -32.4% | -12.8% | -19.5% | -29.1% |
| 6M | -41.3% | -15.4% | -26.0% | -37.9% |
| YTD | +21.8% | -15.7% | +37.6% | +23.2% |
| 1Y | +21.8% | +6.1% | +15.8% | +13.0% |
| All | +21.8% | +0.9% | +21.0% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling