+212.6%
GLW vs IR
+44.3%
+168.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.9% |
| 7D | -13.9% | +3.7% | -17.6% | -15.3% |
| 30D | -35.0% | +7.4% | -42.4% | -37.2% |
| 3M | -32.4% | -5.9% | -26.4% | -30.3% |
| 6M | -41.3% | +5.6% | -46.9% | -43.3% |
| YTD | +21.8% | +4.8% | +17.0% | +17.9% |
| 1Y | +21.8% | +6.9% | +14.9% | +16.8% |
| 3Y | +307.7% | +27.6% | +280.1% | +240.7% |
| All | +212.6% | +44.3% | +168.3% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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