+381.8%
GLW vs EXE
+191.4%
+190.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +5.9% |
| 7D | +3.8% | -0.3% | +4.0% | +3.8% |
| 30D | -1.3% | +8.5% | -9.8% | -2.8% |
| 3M | -21.8% | +5.5% | -27.3% | -22.6% |
| 6M | +6.9% | -5.9% | +12.8% | +7.6% |
| YTD | +77.2% | -9.7% | +86.9% | +79.0% |
| 1Y | +123.2% | +3.6% | +119.7% | +118.3% |
| 3Y | +400.0% | +18.0% | +382.0% | +373.5% |
| 5Y | +342.8% | +109.4% | +233.4% | +272.3% |
| All | +381.8% | +191.4% | +190.4% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling