+123.2%
GLW vs GPC
+0.2%
+123.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -1.3% | +5.1% | -6.5% | -1.6% |
| 3M | -21.8% | +41.5% | -63.3% | -28.3% |
| 6M | +6.9% | +21.8% | -14.9% | +0.1% |
| YTD | +77.2% | +14.6% | +62.6% | +67.6% |
| 1Y | +123.2% | +1.3% | +122.0% | +111.7% |
| All | +123.2% | +0.2% | +123.0% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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