+837.6%
GLW vs EXEL
+380.2%
+457.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.8% | +7.9% |
| 7D | +14.0% | +1.4% | +12.6% | +13.7% |
| 30D | +0.4% | +6.7% | -6.3% | -0.8% |
| 3M | -11.3% | +11.5% | -22.8% | -13.2% |
| 6M | +35.1% | +38.8% | -3.7% | +27.5% |
| YTD | +90.5% | +31.6% | +59.0% | +81.2% |
| 1Y | +132.0% | +53.0% | +79.0% | +114.7% |
| 3Y | +463.3% | +160.8% | +302.5% | +360.0% |
| 5Y | +382.5% | +190.1% | +192.4% | +279.5% |
| 10Y | +837.6% | +367.0% | +470.7% | +587.0% |
| All | +837.6% | +380.2% | +457.5% | +587.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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