+426.0%
GLW vs EXE
+187.5%
+238.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +16.9% | -2.7% | +19.6% | +17.4% |
| 30D | +7.0% | -0.4% | +7.4% | +7.0% |
| 3M | -3.0% | +9.5% | -12.5% | -4.7% |
| 6M | +31.0% | -9.3% | +40.3% | +32.8% |
| YTD | +93.4% | -10.9% | +104.3% | +95.8% |
| 1Y | +134.7% | +4.3% | +130.4% | +129.1% |
| 3Y | +471.8% | +18.8% | +453.0% | +440.6% |
| 5Y | +394.5% | +101.4% | +293.0% | +318.7% |
| All | +426.0% | +187.5% | +238.5% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling