+123.2%
GLW vs AU
+100.5%
+22.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.6% |
| 7D | +3.8% | -3.6% | +7.4% | +5.1% |
| 30D | -1.3% | +23.9% | -25.2% | -10.4% |
| 3M | -21.8% | +19.1% | -40.9% | -28.4% |
| 6M | +6.9% | -0.2% | +7.1% | +3.2% |
| YTD | +77.2% | +32.5% | +44.7% | +58.0% |
| 1Y | +123.2% | +96.9% | +26.3% | +77.9% |
| All | +123.2% | +100.5% | +22.8% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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