+833.1%
GLW vs EQIX
+242.1%
+591.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.4% |
| 7D | +11.7% | -1.6% | +13.4% | +12.5% |
| 30D | +2.7% | -0.4% | +3.0% | +3.0% |
| 3M | -2.8% | -0.9% | -1.9% | -2.3% |
| 6M | +20.2% | +8.1% | +12.0% | +17.1% |
| YTD | +87.3% | +35.7% | +51.6% | +66.9% |
| 1Y | +119.6% | +34.0% | +85.6% | +96.6% |
| 3Y | +453.7% | +41.4% | +412.3% | +377.8% |
| 5Y | +376.1% | +34.0% | +342.1% | +308.9% |
| All | +833.1% | +242.1% | +591.0% | +472.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling