+212.6%
GLW vs COMP
-17.6%
+230.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | +1.4% |
| 7D | -13.9% | +13.4% | -27.4% | -15.2% |
| 30D | -35.0% | +11.1% | -46.1% | -35.9% |
| 3M | -32.4% | -18.8% | -13.5% | -31.1% |
| 6M | -41.3% | +10.5% | -51.8% | -42.6% |
| YTD | +21.8% | -3.4% | +25.3% | +19.6% |
| 1Y | +21.8% | +19.7% | +2.2% | +16.8% |
| 3Y | +307.7% | +381.6% | -73.9% | +223.6% |
| All | +212.6% | -17.6% | +230.2% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling