+232.7%
GLW vs EXC
+41.3%
+191.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.5% |
| 7D | +7.7% | +1.4% | +6.4% | +7.6% |
| 30D | -18.8% | +8.6% | -27.4% | -19.9% |
| 3M | -27.7% | +2.4% | -30.1% | -28.0% |
| 6M | -44.4% | +6.5% | -50.9% | -45.3% |
| YTD | +31.3% | +9.0% | +22.2% | +27.9% |
| 1Y | +40.0% | +4.6% | +35.5% | +37.8% |
| 3Y | +339.2% | +33.5% | +305.7% | +294.7% |
| All | +232.7% | +41.3% | +191.5% | +174.3% |
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 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