+3,012.0%
GLW vs B
+714.7%
+2,297.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.5% | -13.4% | -13.0% |
| 7D | -19.7% | +4.3% | -24.1% | -20.1% |
| 30D | -38.8% | -0.9% | -37.9% | -38.8% |
| 3M | -33.9% | -1.4% | -32.5% | -33.8% |
| 6M | -36.0% | +5.0% | -41.0% | -36.2% |
| YTD | +18.7% | -5.8% | +24.6% | +19.2% |
| 1Y | +19.8% | +25.6% | -5.8% | +18.2% |
| 3Y | +294.3% | +161.6% | +132.7% | +271.1% |
| 5Y | +205.7% | +135.2% | +70.5% | +187.7% |
| 10Y | +493.8% | +170.7% | +323.0% | +447.0% |
| All | +3,012.0% | +714.7% | +2,297.3% | +3,089.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling