+40.0%
GLW vs B
+2.6%
+37.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.0% |
| 7D | +7.7% | -7.3% | +15.1% | +12.3% |
| 30D | -18.8% | -3.3% | -15.5% | -17.7% |
| 3M | -27.7% | -7.8% | -20.0% | -25.5% |
| 6M | -44.4% | -15.5% | -28.9% | -39.8% |
| YTD | +31.3% | -12.3% | +43.5% | +35.0% |
| 1Y | +40.0% | +5.4% | +34.7% | +33.0% |
| All | +40.0% | +2.6% | +37.5% | +33.0% |
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