+307.7%
GLW vs EXC
+26.3%
+281.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.3% |
| 7D | -13.9% | -1.2% | -12.8% | -14.0% |
| 30D | -35.0% | +10.0% | -44.9% | -34.2% |
| 3M | -32.4% | +1.6% | -34.0% | -32.2% |
| 6M | -41.3% | +3.3% | -44.6% | -41.2% |
| YTD | +21.8% | +7.6% | +14.3% | +22.2% |
| 1Y | +21.8% | +3.5% | +18.4% | +22.3% |
| 3Y | +307.7% | +27.7% | +280.0% | +296.9% |
| All | +307.7% | +26.3% | +281.4% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling