+212.6%
GLW vs EXPE
+43.3%
+169.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.3% |
| 7D | -13.9% | -9.3% | -4.6% | -12.7% |
| 30D | -35.0% | +0.1% | -35.1% | -35.2% |
| 3M | -32.4% | -15.3% | -17.0% | -31.1% |
| 6M | -41.3% | +5.5% | -46.8% | -43.2% |
| YTD | +21.8% | -8.0% | +29.8% | +20.1% |
| 1Y | +21.8% | +18.9% | +3.0% | +12.3% |
| 3Y | +307.7% | +135.5% | +172.1% | +203.0% |
| All | +212.6% | +43.3% | +169.3% | +152.9% |
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 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