+232.7%
GLW vs EXPE
+46.0%
+186.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | +7.7% | -0.5% | +8.2% | +7.9% |
| 30D | -18.8% | -6.1% | -12.8% | -18.2% |
| 3M | -27.7% | -21.3% | -6.4% | -25.5% |
| 6M | -44.4% | +19.0% | -63.4% | -47.3% |
| YTD | +31.3% | -8.4% | +39.7% | +29.5% |
| 1Y | +40.0% | -2.8% | +42.8% | +36.0% |
| 3Y | +339.2% | +120.8% | +218.5% | +232.0% |
| All | +232.7% | +46.0% | +186.8% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling