+307.7%
GLW vs EXPE
+131.0%
+176.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +2.9% |
| 7D | -13.9% | -9.3% | -4.6% | -13.2% |
| 30D | -35.0% | +0.1% | -35.1% | -34.8% |
| 3M | -32.4% | -15.3% | -17.0% | -31.7% |
| 6M | -41.3% | +5.5% | -46.8% | -42.3% |
| YTD | +21.8% | -8.0% | +29.8% | +22.0% |
| 1Y | +21.8% | +18.9% | +3.0% | +15.6% |
| 3Y | +307.7% | +135.5% | +172.1% | +216.2% |
| All | +307.7% | +131.0% | +176.7% | +216.2% |
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 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