+478.8%
GLW vs IP
+25.2%
+453.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.0% | -9.0% | -11.2% |
| 7D | -19.7% | -5.0% | -14.8% | -17.9% |
| 30D | -38.8% | +6.5% | -45.3% | -40.6% |
| 3M | -33.9% | -18.0% | -15.8% | -28.4% |
| 6M | -36.0% | +10.3% | -46.3% | -40.5% |
| YTD | +18.7% | -9.9% | +28.6% | +18.7% |
| 1Y | +19.8% | -1.1% | +20.8% | +13.8% |
| 3Y | +294.3% | +13.0% | +281.3% | +217.4% |
| 5Y | +205.7% | -12.3% | +218.0% | +179.6% |
| All | +478.8% | +25.2% | +453.5% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling