+35.4%
GLW vs COMP
+6.6%
+28.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | +15.5% | +8.9% | +6.6% | +13.6% |
| 30D | -19.6% | +14.0% | -33.5% | -21.7% |
| 3M | -28.5% | -21.1% | -7.4% | -25.4% |
| 6M | -39.5% | +20.1% | -59.6% | -43.1% |
| YTD | +37.2% | -5.0% | +42.2% | +19.3% |
| 1Y | +35.4% | +5.7% | +29.7% | +13.6% |
| All | +35.4% | +6.6% | +28.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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