+38.2%
GLW vs B
+13.3%
+24.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.3% |
| 7D | +1.4% | -2.7% | +4.1% | +2.9% |
| 30D | -18.2% | -4.3% | -13.9% | -16.4% |
| 3M | -24.2% | -2.3% | -21.9% | -24.3% |
| 6M | -41.7% | -16.2% | -25.5% | -36.4% |
| YTD | +38.3% | -8.8% | +47.1% | +38.0% |
| 1Y | +38.2% | +11.4% | +26.8% | +24.6% |
| All | +38.2% | +13.3% | +24.9% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling