+562.0%
GLW vs EXPE
+121.2%
+440.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.1% | +6.9% |
| 7D | +1.4% | -17.8% | +19.2% | +6.5% |
| 30D | -18.2% | -3.2% | -15.0% | -18.0% |
| 3M | -24.2% | -19.0% | -5.2% | -21.2% |
| 6M | -41.7% | +17.7% | -59.4% | -45.8% |
| YTD | +38.3% | -7.8% | +46.1% | +34.4% |
| 1Y | +38.2% | -1.4% | +39.5% | +31.5% |
| 3Y | +363.4% | +121.9% | +241.4% | +226.1% |
| 5Y | +254.6% | +44.3% | +210.3% | +170.7% |
| 10Y | +562.0% | +125.4% | +436.6% | +258.9% |
| All | +562.0% | +121.2% | +440.8% | +258.9% |
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