+123.2%
GLW vs EXPE
+40.7%
+82.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.4% |
| 7D | +3.8% | -9.5% | +13.3% | +2.3% |
| 30D | -1.3% | -6.6% | +5.3% | -2.2% |
| 3M | -21.8% | +31.4% | -53.2% | -19.4% |
| 6M | +6.9% | +35.2% | -28.3% | +10.2% |
| YTD | +77.2% | +5.8% | +71.4% | +84.3% |
| 1Y | +123.2% | +38.7% | +84.6% | +135.3% |
| All | +123.2% | +40.7% | +82.6% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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