+342.1%
GLW vs IP
-17.2%
+359.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.1% |
| 7D | +3.8% | -5.3% | +9.0% | +5.3% |
| 30D | -1.3% | -10.9% | +9.5% | +1.6% |
| 3M | -21.8% | +11.2% | -33.0% | -25.1% |
| 6M | +6.9% | -10.2% | +17.1% | +8.7% |
| YTD | +77.2% | -2.0% | +79.1% | +74.3% |
| 1Y | +123.2% | -19.1% | +142.3% | +132.2% |
| 3Y | +400.0% | +20.9% | +379.1% | +324.2% |
| All | +342.1% | -17.2% | +359.3% | +332.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling