+3,093.2%
GLW vs EXC
+2,465.1%
+628.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.3% |
| 7D | -13.9% | -1.2% | -12.8% | -13.7% |
| 30D | -35.0% | +10.0% | -44.9% | -37.3% |
| 3M | -32.4% | +1.6% | -34.0% | -32.9% |
| 6M | -41.3% | +3.3% | -44.6% | -42.6% |
| YTD | +21.8% | +7.6% | +14.3% | +17.1% |
| 1Y | +21.8% | +3.5% | +18.4% | +18.6% |
| 3Y | +307.7% | +27.7% | +280.0% | +262.0% |
| 5Y | +213.7% | +41.1% | +172.6% | +166.4% |
| 10Y | +509.3% | +178.2% | +331.1% | +310.2% |
| All | +3,093.2% | +2,465.1% | +628.2% | +1,095.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling