+307.7%
GLW vs GPC
+1.0%
+306.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | -13.9% | +1.6% | -15.5% | -14.1% |
| 30D | -35.0% | -2.1% | -32.9% | -34.9% |
| 3M | -32.4% | -6.8% | -25.5% | -31.9% |
| 6M | -41.3% | +18.6% | -59.9% | -44.0% |
| YTD | +21.8% | +2.7% | +19.2% | +18.6% |
| 1Y | +21.8% | +1.8% | +20.1% | +18.8% |
| 3Y | +307.7% | +1.1% | +306.6% | +269.5% |
| All | +307.7% | +1.0% | +306.7% | +269.5% |
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