+212.6%
GLW vs B
+134.6%
+78.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -13.9% | +9.6% | -23.5% | -16.2% |
| 30D | -35.0% | +3.5% | -38.5% | -35.7% |
| 3M | -32.4% | -1.6% | -30.8% | -32.3% |
| 6M | -41.3% | -1.7% | -39.7% | -41.3% |
| YTD | +21.8% | -5.3% | +27.2% | +22.7% |
| 1Y | +21.8% | +27.2% | -5.4% | +17.4% |
| 3Y | +307.7% | +166.1% | +141.6% | +249.7% |
| All | +212.6% | +134.6% | +78.1% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling