+767.2%
GLW vs B
+194.1%
+573.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.0% |
| 7D | +3.8% | -1.6% | +5.4% | +4.0% |
| 30D | -1.3% | +9.4% | -10.8% | -2.8% |
| 3M | -21.8% | +5.0% | -26.8% | -22.6% |
| 6M | +6.9% | -3.5% | +10.4% | +6.8% |
| YTD | +77.2% | +4.5% | +72.7% | +75.5% |
| 1Y | +123.2% | +67.8% | +55.5% | +111.7% |
| 3Y | +400.0% | +196.7% | +203.3% | +349.5% |
| 5Y | +342.8% | +151.9% | +190.9% | +297.5% |
| All | +767.2% | +194.1% | +573.1% | +679.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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