+342.1%
GLW vs EXPE
+111.8%
+230.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.0% |
| 7D | +3.8% | -9.5% | +13.3% | +5.4% |
| 30D | -1.3% | -6.6% | +5.3% | -0.5% |
| 3M | -21.8% | +31.4% | -53.2% | -26.4% |
| 6M | +6.9% | +35.2% | -28.3% | -1.1% |
| YTD | +77.2% | +5.8% | +71.4% | +71.6% |
| 1Y | +123.2% | +38.7% | +84.6% | +101.0% |
| 3Y | +400.0% | +175.8% | +224.2% | +263.2% |
| All | +342.1% | +111.8% | +230.4% | +221.3% |
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