+521.8%
GLW vs EXC
+183.9%
+337.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +0.1% | -11.2% | -11.2% |
| 30D | -28.4% | +9.0% | -37.5% | -31.5% |
| 3M | -28.8% | +3.3% | -32.1% | -30.1% |
| 6M | -39.8% | +5.7% | -45.5% | -42.1% |
| YTD | +28.7% | +7.3% | +21.4% | +21.9% |
| 1Y | +27.7% | +2.9% | +24.8% | +23.2% |
| 3Y | +331.3% | +29.3% | +302.0% | +258.2% |
| 5Y | +233.4% | +40.1% | +193.4% | +157.2% |
| 10Y | +521.8% | +197.7% | +324.1% | +256.1% |
| All | +521.8% | +183.9% | +337.8% | +256.1% |
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