+21.8%
GLW vs COMP
+16.2%
+5.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | +0.5% |
| 7D | -13.9% | +13.4% | -27.4% | -16.0% |
| 30D | -35.0% | +11.1% | -46.1% | -36.5% |
| 3M | -32.4% | -18.8% | -13.5% | -30.0% |
| 6M | -41.3% | +10.5% | -51.8% | -43.7% |
| YTD | +21.8% | -3.4% | +25.3% | +5.9% |
| 1Y | +21.8% | +19.7% | +2.2% | -1.1% |
| All | +21.8% | +16.2% | +5.7% | -1.1% |
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