+394.5%
GLW vs GM
+78.5%
+315.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.3% |
| 7D | +16.9% | -1.1% | +18.0% | +17.2% |
| 30D | +7.0% | -4.6% | +11.6% | +8.5% |
| 3M | -3.0% | +0.2% | -3.2% | -3.8% |
| 6M | +31.0% | +12.6% | +18.4% | +24.2% |
| YTD | +93.4% | +3.7% | +89.7% | +88.6% |
| 1Y | +134.7% | +45.6% | +89.1% | +102.1% |
| 3Y | +471.8% | +162.0% | +309.8% | +276.1% |
| 5Y | +394.5% | +80.5% | +314.0% | +247.2% |
| All | +394.5% | +78.5% | +315.9% | +247.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling