+307.7%
GLW vs IBM
+81.7%
+226.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.6% |
| 7D | -13.9% | -5.0% | -9.0% | -13.7% |
| 30D | -35.0% | +11.1% | -46.1% | -35.2% |
| 3M | -32.4% | +5.7% | -38.1% | -32.5% |
| 6M | -41.3% | +10.1% | -51.5% | -43.1% |
| YTD | +21.8% | -15.6% | +37.5% | +24.0% |
| 1Y | +21.8% | -19.5% | +41.4% | +26.1% |
| 3Y | +307.7% | +80.4% | +227.3% | +196.1% |
| All | +307.7% | +81.7% | +226.0% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling