+212.6%
GLW vs EXEL
+260.1%
-47.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +2.5% |
| 7D | -13.9% | +0.3% | -14.2% | -13.9% |
| 30D | -35.0% | +19.0% | -54.0% | -36.1% |
| 3M | -32.4% | +33.3% | -65.6% | -34.4% |
| 6M | -41.3% | +42.9% | -84.2% | -43.7% |
| YTD | +21.8% | +58.7% | -36.9% | +15.4% |
| 1Y | +21.8% | +70.5% | -48.7% | +14.7% |
| 3Y | +307.7% | +233.8% | +73.8% | +239.0% |
| All | +212.6% | +260.1% | -47.4% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling