+837.6%
GLW vs IBM
+129.3%
+708.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.7% | +8.0% |
| 7D | +14.0% | +0.3% | +13.7% | +13.8% |
| 30D | +0.4% | -1.5% | +1.8% | +0.6% |
| 3M | -11.3% | -16.8% | +5.4% | -8.4% |
| 6M | +35.1% | -9.0% | +44.1% | +30.8% |
| YTD | +90.5% | -20.1% | +110.6% | +93.5% |
| 1Y | +132.0% | -7.0% | +139.0% | +114.5% |
| 3Y | +463.3% | +72.4% | +390.9% | +234.9% |
| 5Y | +382.5% | +112.0% | +270.5% | +143.4% |
| 10Y | +837.6% | +131.6% | +706.1% | +315.5% |
| All | +837.6% | +129.3% | +708.3% | +315.5% |
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