+339.2%
GLW vs EXE
+21.0%
+318.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | +7.7% | +5.3% | +2.4% | +7.0% |
| 30D | -18.8% | -2.2% | -16.6% | -18.7% |
| 3M | -27.7% | -5.9% | -21.9% | -27.3% |
| 6M | -44.4% | -5.7% | -38.7% | -44.2% |
| YTD | +31.3% | -17.8% | +49.1% | +34.2% |
| 1Y | +40.0% | -23.1% | +63.2% | +45.5% |
| 3Y | +339.2% | +21.2% | +318.1% | +302.9% |
| All | +339.2% | +21.0% | +318.3% | +302.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling