+542.4%
GLW vs EXC
+176.1%
+366.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.2% |
| 7D | -5.9% | -1.7% | -4.2% | -5.3% |
| 30D | -26.0% | +9.3% | -35.3% | -29.2% |
| 3M | -29.9% | +1.0% | -30.9% | -30.5% |
| 6M | -37.8% | +5.9% | -43.7% | -40.2% |
| YTD | +33.1% | +7.6% | +25.5% | +25.9% |
| 1Y | +36.8% | +2.4% | +34.4% | +32.4% |
| 3Y | +356.1% | +30.2% | +325.8% | +277.7% |
| 5Y | +243.8% | +41.4% | +202.5% | +164.2% |
| 10Y | +542.4% | +183.8% | +358.6% | +270.4% |
| All | +542.4% | +176.1% | +366.3% | +270.4% |
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