+1,092.7%
GLW vs INDA
+122.9%
+969.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -11.1% | +6.2% | -17.3% | -14.3% |
| 30D | -28.4% | +12.4% | -40.8% | -33.4% |
| 3M | -28.8% | +3.2% | -31.9% | -30.2% |
| 6M | -39.8% | +3.8% | -43.6% | -41.2% |
| YTD | +28.7% | -4.3% | +33.0% | +32.4% |
| 1Y | +27.7% | -4.5% | +32.2% | +31.5% |
| 3Y | +331.3% | +17.1% | +314.2% | +293.9% |
| 5Y | +233.4% | +11.0% | +222.4% | +213.3% |
| 10Y | +521.8% | +107.5% | +414.3% | +312.2% |
| All | +1,092.7% | +122.9% | +969.8% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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