+268.5%
GLW vs AS
+137.8%
+130.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.9% |
| 7D | -11.1% | +4.5% | -15.6% | -11.9% |
| 30D | -28.4% | +13.2% | -41.7% | -30.3% |
| 3M | -28.8% | -11.9% | -16.9% | -27.2% |
| 6M | -39.8% | -11.6% | -28.2% | -38.8% |
| YTD | +28.7% | -14.7% | +43.4% | +31.2% |
| 1Y | +27.7% | +5.7% | +22.0% | +25.7% |
| All | +268.5% | +137.8% | +130.7% | +244.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling