+562.0%
GLW vs B
+203.3%
+358.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.7% |
| 7D | +1.4% | -2.7% | +4.1% | +1.9% |
| 30D | -18.2% | -4.3% | -13.9% | -17.7% |
| 3M | -24.2% | -2.3% | -21.9% | -24.0% |
| 6M | -41.7% | -16.2% | -25.5% | -40.3% |
| YTD | +38.3% | -8.8% | +47.1% | +40.0% |
| 1Y | +38.2% | +11.4% | +26.8% | +37.2% |
| 3Y | +363.4% | +174.3% | +189.1% | +322.5% |
| 5Y | +254.6% | +116.2% | +138.4% | +224.4% |
| 10Y | +562.0% | +222.7% | +339.2% | +492.2% |
| All | +562.0% | +203.3% | +358.6% | +492.2% |
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