+562.0%
GLW vs IBM
+145.6%
+416.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.8% |
| 7D | +1.4% | -1.7% | +3.1% | +2.3% |
| 30D | -18.2% | +10.1% | -28.3% | -21.1% |
| 3M | -24.2% | +4.8% | -29.0% | -26.0% |
| 6M | -41.7% | +12.6% | -54.3% | -48.6% |
| YTD | +38.3% | -13.9% | +52.2% | +36.1% |
| 1Y | +38.2% | -18.7% | +56.9% | +40.8% |
| 3Y | +363.4% | +81.9% | +281.5% | +170.3% |
| 5Y | +254.6% | +148.3% | +106.2% | +63.5% |
| 10Y | +562.0% | +143.6% | +418.3% | +182.3% |
| All | +562.0% | +145.6% | +416.3% | +182.3% |
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