+27.7%
GLW vs EXPE
-2.5%
+30.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.6% |
| 7D | -11.1% | -11.2% | +0.1% | -11.7% |
| 30D | -28.4% | -7.5% | -21.0% | -28.2% |
| 3M | -28.8% | -19.1% | -9.7% | -29.9% |
| 6M | -39.8% | +10.7% | -50.6% | -38.4% |
| YTD | +28.7% | -9.9% | +38.7% | +35.7% |
| 1Y | +27.7% | -4.6% | +32.3% | +31.2% |
| All | +27.7% | -2.5% | +30.3% | +31.2% |
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