+356.1%
GLW vs B
+196.2%
+159.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.0% | +7.9% |
| 7D | -5.9% | +11.3% | -17.2% | -9.4% |
| 30D | -26.0% | +2.9% | -28.9% | -26.8% |
| 3M | -29.9% | -2.9% | -27.0% | -29.5% |
| 6M | -37.8% | -1.2% | -36.6% | -37.9% |
| YTD | +33.1% | -1.3% | +34.5% | +32.3% |
| 1Y | +36.8% | +30.4% | +6.4% | +30.0% |
| 3Y | +356.1% | +195.3% | +160.8% | +288.0% |
| All | +356.1% | +196.2% | +159.8% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling