+339.2%
GLW vs GM
+231.6%
+107.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.8% |
| 3M | -27.7% | -0.2% | -27.5% | -28.1% |
| 6M | -44.4% | +13.9% | -58.4% | -47.3% |
| YTD | +31.3% | +6.5% | +24.8% | +26.5% |
| 1Y | +40.0% | +20.7% | +19.4% | +30.5% |
| 3Y | +339.2% | +229.5% | +109.8% | +187.1% |
| All | +339.2% | +231.6% | +107.7% | +187.1% |
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