+3,495.5%
GLW vs EXC
+2,465.6%
+1,029.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +15.5% | -1.9% | +17.5% | +16.3% |
| 30D | -19.6% | +7.8% | -27.3% | -21.8% |
| 3M | -28.5% | +1.9% | -30.4% | -29.2% |
| 6M | -39.5% | +3.4% | -42.9% | -40.8% |
| YTD | +37.2% | +7.6% | +29.6% | +31.9% |
| 1Y | +35.4% | +2.1% | +33.3% | +32.4% |
| 3Y | +359.7% | +29.6% | +330.1% | +306.0% |
| 5Y | +244.0% | +39.5% | +204.5% | +193.4% |
| 10Y | +556.7% | +200.2% | +356.5% | +332.7% |
| All | +3,495.5% | +2,465.6% | +1,029.9% | +1,245.8% |
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