+493.9%
GLW vs EXC
+175.8%
+318.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | -13.9% | -1.2% | -12.8% | -13.6% |
| 30D | -35.0% | +10.0% | -44.9% | -38.0% |
| 3M | -32.4% | +1.6% | -34.0% | -33.1% |
| 6M | -41.3% | +3.3% | -44.6% | -43.0% |
| YTD | +21.8% | +7.6% | +14.3% | +15.3% |
| 1Y | +21.8% | +3.5% | +18.4% | +17.3% |
| 3Y | +307.7% | +27.7% | +280.0% | +241.8% |
| 5Y | +213.7% | +41.1% | +172.6% | +141.6% |
| All | +493.9% | +175.8% | +318.1% | +246.3% |
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