+3,012.0%
GLW vs EXPD
+30,870.6%
-27,858.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.5% | -8.5% | -11.5% |
| 7D | -19.7% | -4.8% | -14.9% | -18.3% |
| 30D | -38.8% | -1.5% | -37.3% | -38.4% |
| 3M | -33.9% | +4.1% | -38.0% | -34.7% |
| 6M | -36.0% | +24.0% | -60.0% | -40.3% |
| YTD | +18.7% | +27.4% | -8.7% | +8.6% |
| 1Y | +19.8% | +38.4% | -18.6% | +6.6% |
| 3Y | +294.3% | +73.2% | +221.1% | +221.3% |
| 5Y | +205.7% | +59.9% | +145.9% | +153.2% |
| 10Y | +493.8% | +319.9% | +173.8% | +269.1% |
| All | +3,012.0% | +30,870.6% | -27,858.6% | +1,098.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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