+244.0%
GLW vs GPC
+4.8%
+239.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +15.5% | -1.3% | +16.8% | +15.9% |
| 30D | -19.6% | -6.0% | -13.5% | -18.4% |
| 3M | -28.5% | -7.6% | -20.9% | -27.4% |
| 6M | -39.5% | +24.2% | -63.7% | -44.5% |
| YTD | +37.2% | +2.7% | +34.5% | +32.2% |
| 1Y | +35.4% | +0.2% | +35.3% | +31.6% |
| 3Y | +359.7% | -0.8% | +360.4% | +325.8% |
| 5Y | +244.0% | +4.4% | +239.6% | +188.9% |
| All | +244.0% | +4.8% | +239.2% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling