+837.6%
GLW vs EXPE
+155.3%
+682.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -7.9% | +15.4% | +9.5% |
| 7D | +14.0% | -9.8% | +23.8% | +16.6% |
| 30D | +0.4% | -11.5% | +11.9% | +2.8% |
| 3M | -11.3% | +21.7% | -33.1% | -17.3% |
| 6M | +35.1% | +10.4% | +24.7% | +28.1% |
| YTD | +90.5% | -2.5% | +93.1% | +84.1% |
| 1Y | +132.0% | +27.3% | +104.7% | +104.9% |
| 3Y | +463.3% | +153.5% | +309.8% | +282.5% |
| 5Y | +382.5% | +91.1% | +291.4% | +237.0% |
| 10Y | +837.6% | +153.1% | +684.5% | +411.9% |
| All | +837.6% | +155.3% | +682.3% | +411.9% |
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