+229.9%
GLW vs EXEL
+340.0%
-110.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +2.4% |
| 7D | -13.9% | +0.3% | -14.2% | -13.9% |
| 30D | -35.0% | +19.0% | -54.0% | -36.9% |
| 3M | -32.4% | +33.3% | -65.6% | -35.8% |
| 6M | -41.3% | +42.9% | -84.2% | -45.2% |
| YTD | +21.8% | +58.7% | -36.9% | +11.8% |
| 1Y | +21.8% | +70.5% | -48.7% | +10.3% |
| 3Y | +307.7% | +233.8% | +73.8% | +218.5% |
| 5Y | +213.7% | +259.3% | -45.6% | +138.1% |
| 10Y | +509.3% | +484.1% | +25.1% | +290.5% |
| All | +229.9% | +340.0% | -110.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling