+119.6%
GLW vs GM
+50.1%
+69.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -4.0% |
| 7D | +11.7% | -1.1% | +12.8% | +12.0% |
| 30D | +2.7% | -3.4% | +6.1% | +3.6% |
| 3M | -2.8% | +8.7% | -11.5% | -6.9% |
| 6M | +20.2% | +15.4% | +4.7% | +11.7% |
| YTD | +87.3% | +6.6% | +80.7% | +76.9% |
| 1Y | +119.6% | +51.5% | +68.1% | +104.7% |
| All | +119.6% | +50.1% | +69.5% | +104.7% |
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 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