+410.2%
GLW vs EXEL
+160.6%
+249.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +3.8% | +8.4% | -4.6% | +3.2% |
| 30D | -1.3% | +4.1% | -5.4% | -1.6% |
| 3M | -21.8% | +12.4% | -34.2% | -22.5% |
| 6M | +6.9% | +41.5% | -34.6% | +4.5% |
| YTD | +77.2% | +34.6% | +42.5% | +73.3% |
| 1Y | +123.2% | +57.9% | +65.4% | +118.2% |
| All | +410.2% | +160.6% | +249.6% | +376.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling