+262.0%
GLW vs EXE
+155.8%
+106.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.6% | +9.0% |
| 7D | -5.9% | -3.9% | -2.0% | -5.2% |
| 30D | -26.0% | -2.6% | -23.4% | -25.7% |
| 3M | -29.9% | -6.9% | -23.0% | -29.2% |
| 6M | -37.8% | -9.3% | -28.4% | -37.0% |
| YTD | +33.1% | -20.7% | +53.9% | +37.3% |
| 1Y | +36.8% | -21.8% | +58.7% | +41.3% |
| 3Y | +356.1% | +16.2% | +339.9% | +331.7% |
| 5Y | +243.8% | +61.1% | +182.7% | +202.6% |
| All | +262.0% | +155.8% | +106.2% | +181.1% |
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 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