+132.0%
GLW vs EXEL
+52.8%
+79.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.8% | +8.0% |
| 7D | +14.0% | +1.4% | +12.6% | +13.6% |
| 30D | +0.4% | +6.7% | -6.3% | -1.2% |
| 3M | -11.3% | +11.5% | -22.8% | -13.9% |
| 6M | +35.1% | +38.8% | -3.7% | +23.7% |
| YTD | +90.5% | +31.6% | +59.0% | +75.6% |
| 1Y | +132.0% | +53.0% | +79.0% | +111.3% |
| All | +132.0% | +52.8% | +79.3% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling