+407.0%
GLW vs AS
+120.4%
+286.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +5.0% |
| 7D | +3.8% | -4.9% | +8.7% | +4.8% |
| 30D | -1.3% | -19.6% | +18.3% | +3.0% |
| 3M | -21.8% | -14.4% | -7.4% | -19.9% |
| 6M | +6.9% | -20.1% | +27.0% | +10.9% |
| YTD | +77.2% | -20.9% | +98.1% | +83.6% |
| 1Y | +123.2% | -21.9% | +145.1% | +131.2% |
| All | +407.0% | +120.4% | +286.7% | +381.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling