+212.6%
GLW vs EXE
+61.0%
+151.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -13.9% | -6.6% | -7.4% | -12.9% |
| 30D | -35.0% | -4.0% | -31.0% | -34.6% |
| 3M | -32.4% | -7.5% | -24.9% | -31.6% |
| 6M | -41.3% | -11.7% | -29.7% | -40.4% |
| YTD | +21.8% | -22.0% | +43.8% | +25.9% |
| 1Y | +21.8% | -21.8% | +43.6% | +25.7% |
| 3Y | +307.7% | +8.0% | +299.7% | +290.4% |
| All | +212.6% | +61.0% | +151.7% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling