+521.8%
GLW vs IT
+88.3%
+433.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -11.1% | -7.5% | -3.6% | -9.6% |
| 30D | -28.4% | -1.2% | -27.3% | -28.8% |
| 3M | -28.8% | -2.2% | -26.6% | -30.0% |
| 6M | -39.8% | +19.1% | -58.9% | -45.7% |
| YTD | +28.7% | -25.1% | +53.9% | +34.2% |
| 1Y | +27.7% | -17.4% | +45.1% | +27.4% |
| 3Y | +331.3% | -54.1% | +385.4% | +428.5% |
| 5Y | +233.4% | -42.7% | +276.1% | +252.6% |
| 10Y | +521.8% | +88.1% | +433.6% | +234.1% |
| All | +521.8% | +88.3% | +433.5% | +234.1% |
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