+526.0%
GLW vs IT
+90.0%
+436.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | +7.7% | +1.1% | +6.7% | +7.5% |
| 30D | -18.8% | -1.8% | -17.0% | -19.1% |
| 3M | -27.7% | +4.8% | -32.6% | -30.0% |
| 6M | -44.4% | +33.0% | -77.5% | -51.5% |
| YTD | +31.3% | -23.8% | +55.1% | +36.4% |
| 1Y | +40.0% | -16.5% | +56.6% | +39.7% |
| 3Y | +339.2% | -53.6% | +392.9% | +438.2% |
| 5Y | +229.2% | -42.1% | +271.3% | +248.3% |
| All | +526.0% | +90.0% | +436.0% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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