+342.1%
GLW vs EXC
+47.1%
+295.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.8% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -1.3% | -3.7% | +2.4% | -0.8% |
| 3M | -21.8% | -1.3% | -20.5% | -22.1% |
| 6M | +6.9% | -9.7% | +16.6% | +8.5% |
| YTD | +77.2% | +2.9% | +74.3% | +74.3% |
| 1Y | +123.2% | +4.4% | +118.9% | +118.5% |
| 3Y | +400.0% | +22.2% | +377.8% | +360.2% |
| All | +342.1% | +47.1% | +295.1% | +280.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling