+232.7%
GLW vs IR
+46.0%
+186.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +7.7% | +2.5% | +5.2% | +6.5% |
| 30D | -18.8% | +9.2% | -28.0% | -22.1% |
| 3M | -27.7% | +0.9% | -28.7% | -28.0% |
| 6M | -44.4% | +19.2% | -63.7% | -49.4% |
| YTD | +31.3% | +7.5% | +23.8% | +25.5% |
| 1Y | +40.0% | +11.7% | +28.3% | +31.4% |
| 3Y | +339.2% | +23.9% | +315.3% | +272.8% |
| All | +232.7% | +46.0% | +186.7% | +144.2% |
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