+554.2%
GLW vs GE
+149.4%
+404.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.6% |
| 7D | +15.5% | +5.1% | +10.4% | +13.3% |
| 30D | -19.6% | +7.6% | -27.1% | -21.9% |
| 3M | -28.5% | -9.3% | -19.2% | -25.6% |
| 6M | -39.5% | +11.5% | -51.1% | -42.2% |
| YTD | +37.2% | +7.9% | +29.3% | +33.1% |
| 1Y | +35.4% | +7.6% | +27.8% | +31.3% |
| 3Y | +359.7% | +265.9% | +93.8% | +176.0% |
| 5Y | +244.0% | +405.9% | -161.9% | +78.4% |
| All | +554.2% | +149.4% | +404.8% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling