+478.1%
GLW vs EQIX
+43.4%
+434.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +16.9% | +2.3% | +14.5% | +15.5% |
| 30D | +7.0% | +0.4% | +6.5% | +6.9% |
| 3M | -3.0% | -1.1% | -1.9% | -2.4% |
| 6M | +31.0% | +11.5% | +19.5% | +25.9% |
| YTD | +93.4% | +38.2% | +55.2% | +70.6% |
| 1Y | +134.7% | +36.7% | +98.1% | +108.0% |
| All | +478.1% | +43.4% | +434.7% | +405.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling