-41.3%
GLW vs EXC
-0.6%
-40.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +1.2% |
| 7D | -13.9% | -1.2% | -12.8% | -14.4% |
| 30D | -35.0% | +10.0% | -44.9% | -31.2% |
| 3M | -32.4% | +1.6% | -34.0% | -32.7% |
| 6M | -41.3% | +3.3% | -44.6% | -41.5% |
| All | -41.3% | -0.6% | -40.8% | -41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling