+359.0%
GLW vs EXPE
+124.3%
+234.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +15.5% | -4.2% | +19.7% | +15.8% |
| 30D | -19.6% | -4.5% | -15.0% | -19.2% |
| 3M | -28.5% | -19.7% | -8.8% | -27.5% |
| 6M | -39.5% | +18.3% | -57.8% | -41.2% |
| YTD | +37.2% | -7.3% | +44.5% | +37.4% |
| 1Y | +35.4% | -3.9% | +39.3% | +34.5% |
| All | +359.0% | +124.3% | +234.7% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling