+694.8%
GLW vs ICE
+2,506.4%
-1,811.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -13.9% | +2.0% | -16.0% | -14.5% |
| 30D | -35.0% | +12.9% | -47.9% | -37.8% |
| 3M | -32.4% | +15.4% | -47.8% | -35.9% |
| 6M | -41.3% | +13.1% | -54.4% | -44.9% |
| YTD | +21.8% | +7.5% | +14.4% | +15.6% |
| 1Y | +21.8% | +18.3% | +3.5% | +11.9% |
| 3Y | +307.7% | +65.9% | +241.8% | +231.7% |
| 5Y | +213.7% | +35.2% | +178.5% | +171.5% |
| 10Y | +509.3% | +266.7% | +242.5% | +282.6% |
| All | +694.8% | +2,506.4% | -1,811.6% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 all: compounded portfolio wealth divided by compounded ICE 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…
all analysis · Full analysis span regression · 6 months rolling