+463.3%
GLW vs GM
+171.2%
+292.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.8% | +8.2% |
| 7D | +14.0% | +0.4% | +13.6% | +13.8% |
| 30D | +0.4% | -1.8% | +2.2% | +0.7% |
| 3M | -11.3% | +2.6% | -14.0% | -12.7% |
| 6M | +35.1% | +14.6% | +20.5% | +28.0% |
| YTD | +90.5% | +6.2% | +84.3% | +84.5% |
| 1Y | +132.0% | +48.7% | +83.3% | +103.9% |
| 3Y | +463.3% | +168.3% | +295.0% | +283.5% |
| All | +463.3% | +171.2% | +292.1% | +283.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling