+359.0%
GLW vs IBM
+80.0%
+279.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +15.5% | -0.3% | +15.8% | +15.6% |
| 30D | -19.6% | +6.8% | -26.3% | -19.7% |
| 3M | -28.5% | +4.4% | -32.9% | -28.6% |
| 6M | -39.5% | +13.2% | -52.7% | -41.5% |
| YTD | +37.2% | -15.1% | +52.3% | +39.6% |
| 1Y | +35.4% | -20.2% | +55.6% | +40.7% |
| All | +359.0% | +80.0% | +279.0% | +251.0% |
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