+212.6%
GLW vs IP
-12.0%
+224.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -13.9% | -5.1% | -8.9% | -12.7% |
| 30D | -35.0% | +8.5% | -43.5% | -36.4% |
| 3M | -32.4% | -13.8% | -18.5% | -29.8% |
| 6M | -41.3% | +5.7% | -47.1% | -43.4% |
| YTD | +21.8% | -9.1% | +31.0% | +22.0% |
| 1Y | +21.8% | -0.8% | +22.7% | +18.3% |
| 3Y | +307.7% | +14.8% | +292.9% | +247.7% |
| All | +212.6% | -12.0% | +224.7% | +206.6% |
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