+342.1%
GLW vs IBM
+113.0%
+229.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | -1.3% | +0.3% | -1.6% | -1.5% |
| 3M | -21.8% | -21.6% | -0.2% | -19.0% |
| 6M | +6.9% | -4.7% | +11.6% | +4.1% |
| YTD | +77.2% | -19.1% | +96.2% | +80.3% |
| 1Y | +123.2% | -2.5% | +125.7% | +110.9% |
| 3Y | +400.0% | +74.2% | +325.8% | +254.8% |
| All | +342.1% | +113.0% | +229.1% | +173.1% |
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 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