+331.3%
GLW vs COMP
+423.0%
-91.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -2.4% |
| 7D | -11.1% | +7.2% | -18.3% | -11.8% |
| 30D | -28.4% | +6.4% | -34.8% | -29.0% |
| 3M | -28.8% | -19.4% | -9.4% | -27.3% |
| 6M | -39.8% | +14.6% | -54.4% | -41.3% |
| YTD | +28.7% | -5.5% | +34.2% | +25.3% |
| 1Y | +27.7% | +13.7% | +14.1% | +22.3% |
| 3Y | +331.3% | +409.7% | -78.4% | +249.5% |
| All | +331.3% | +423.0% | -91.7% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling