+542.4%
GLW vs IBM
+152.9%
+389.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -5.9% | -2.5% | -3.4% | -4.9% |
| 30D | -26.0% | +8.4% | -34.4% | -28.2% |
| 3M | -29.9% | +4.5% | -34.3% | -31.5% |
| 6M | -37.8% | +7.9% | -45.6% | -44.1% |
| YTD | +33.1% | -15.2% | +48.3% | +31.7% |
| 1Y | +36.8% | -17.6% | +54.4% | +37.8% |
| 3Y | +356.1% | +82.1% | +274.0% | +165.0% |
| 5Y | +243.8% | +143.3% | +100.5% | +60.4% |
| 10Y | +542.4% | +149.9% | +392.5% | +174.9% |
| All | +542.4% | +152.9% | +389.5% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling