+526.0%
GLW vs GM
+205.9%
+320.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +7.7% | -0.2% | +7.9% | +7.9% |
| 30D | -18.8% | +3.6% | -22.4% | -20.3% |
| 3M | -27.7% | -0.2% | -27.5% | -28.3% |
| 6M | -44.4% | +13.9% | -58.4% | -48.1% |
| YTD | +31.3% | +6.5% | +24.8% | +25.5% |
| 1Y | +40.0% | +20.7% | +19.4% | +27.3% |
| 3Y | +339.2% | +229.5% | +109.8% | +147.6% |
| 5Y | +229.2% | +41.5% | +187.7% | +158.0% |
| All | +526.0% | +205.9% | +320.1% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling