+410.2%
GLW vs GPC
-1.1%
+411.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.5% |
| 7D | +3.8% | +1.2% | +2.6% | +3.6% |
| 30D | -1.3% | +6.0% | -7.3% | -2.1% |
| 3M | -21.8% | +42.6% | -64.4% | -27.3% |
| 6M | +6.9% | +22.8% | -15.9% | +1.9% |
| YTD | +77.2% | +15.5% | +61.7% | +70.3% |
| 1Y | +123.2% | +2.0% | +121.2% | +119.0% |
| All | +410.2% | -1.1% | +411.3% | +382.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling