+232.7%
GLW vs IBM
+148.7%
+84.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.4% |
| 7D | +7.7% | +1.6% | +6.2% | +7.5% |
| 30D | -18.8% | +9.2% | -28.0% | -19.7% |
| 3M | -27.7% | +4.9% | -32.7% | -28.3% |
| 6M | -44.4% | +16.8% | -61.2% | -48.1% |
| YTD | +31.3% | -14.3% | +45.6% | +32.5% |
| 1Y | +40.0% | -16.7% | +56.8% | +43.1% |
| 3Y | +339.2% | +82.2% | +257.0% | +206.0% |
| All | +232.7% | +148.7% | +84.0% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling