+521.8%
GLW vs B
+184.6%
+337.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -2.3% |
| 7D | -11.1% | +7.1% | -18.2% | -12.2% |
| 30D | -28.4% | -3.3% | -25.1% | -28.1% |
| 3M | -28.8% | -2.5% | -26.3% | -28.6% |
| 6M | -39.8% | -7.2% | -32.6% | -39.2% |
| YTD | +28.7% | -7.4% | +36.1% | +30.0% |
| 1Y | +27.7% | +16.4% | +11.3% | +26.2% |
| 3Y | +331.3% | +178.7% | +152.6% | +292.7% |
| 5Y | +233.4% | +121.7% | +111.8% | +204.4% |
| 10Y | +521.8% | +208.6% | +313.2% | +459.7% |
| All | +521.8% | +184.6% | +337.2% | +459.7% |
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