+40.6%
GLW vs GM
+37.1%
+3.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.6% | -10.5% | -7.1% |
| 7D | -9.5% | +12.1% | -21.5% | -12.7% |
| 30D | -25.5% | +15.2% | -40.7% | -28.9% |
| 3M | -25.6% | +4.9% | -30.5% | -26.9% |
| 6M | -25.5% | +22.6% | -48.1% | -34.0% |
| YTD | +36.4% | +14.4% | +21.9% | +21.7% |
| 1Y | +40.6% | +39.4% | +1.2% | +13.8% |
| All | +40.6% | +37.1% | +3.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling