+769.5%
GLW vs EXC
+152.8%
+616.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.1% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -1.3% | -3.7% | +2.4% | +0.3% |
| 3M | -21.8% | -1.3% | -20.5% | -22.2% |
| 6M | +6.9% | -9.7% | +16.6% | +10.4% |
| YTD | +77.2% | +2.9% | +74.3% | +71.6% |
| 1Y | +123.2% | +4.4% | +118.9% | +114.0% |
| 3Y | +400.0% | +22.2% | +377.8% | +328.7% |
| 5Y | +342.8% | +46.7% | +296.1% | +232.3% |
| All | +769.5% | +152.8% | +616.7% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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