+833.1%
GLW vs AU
+694.8%
+138.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.8% |
| 7D | +11.7% | -7.0% | +18.7% | +12.3% |
| 30D | +2.7% | +7.3% | -4.6% | +1.9% |
| 3M | -2.8% | +33.2% | -36.0% | -5.3% |
| 6M | +20.2% | -0.6% | +20.8% | +19.4% |
| YTD | +87.3% | +26.2% | +61.1% | +84.5% |
| 1Y | +119.6% | +68.3% | +51.3% | +114.3% |
| 3Y | +453.7% | +592.1% | -138.4% | +419.6% |
| 5Y | +376.1% | +685.3% | -309.2% | +344.1% |
| All | +833.1% | +694.8% | +138.2% | +822.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling