+169.5%
GLW vs COMP
-56.6%
+226.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.2% | -4.7% | -12.0% |
| 7D | -19.7% | -1.8% | -17.9% | -19.6% |
| 30D | -38.8% | -0.8% | -38.0% | -38.8% |
| 3M | -33.9% | -28.1% | -5.7% | -31.7% |
| 6M | -36.0% | +27.0% | -63.0% | -38.2% |
| YTD | +18.7% | -12.8% | +31.5% | +18.0% |
| 1Y | +19.8% | +4.9% | +14.9% | +16.7% |
| 3Y | +294.3% | +321.0% | -26.7% | +220.1% |
| 5Y | +205.7% | -25.6% | +231.3% | +167.3% |
| All | +169.5% | -56.6% | +226.1% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling