+542.4%
GLW vs EXPE
+119.8%
+422.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | -5.9% | -13.3% | +7.4% | -2.8% |
| 30D | -26.0% | -5.5% | -20.5% | -25.4% |
| 3M | -29.9% | -16.5% | -13.4% | -27.8% |
| 6M | -37.8% | +13.1% | -50.9% | -41.6% |
| YTD | +33.1% | -8.0% | +41.1% | +29.4% |
| 1Y | +36.8% | +1.1% | +35.7% | +29.2% |
| 3Y | +356.1% | +131.2% | +224.9% | +216.6% |
| 5Y | +243.8% | +39.8% | +204.0% | +165.2% |
| 10Y | +542.4% | +118.5% | +423.9% | +252.4% |
| All | +542.4% | +119.8% | +422.6% | +252.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling