+134.7%
GLW vs IT
-30.5%
+165.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +0.9% |
| 7D | +16.9% | -9.1% | +26.0% | +13.6% |
| 30D | +7.0% | -12.2% | +19.1% | +3.4% |
| 3M | -3.0% | +7.8% | -10.8% | +4.6% |
| 6M | +31.0% | +2.0% | +29.0% | +41.6% |
| YTD | +93.4% | -32.7% | +126.1% | +104.6% |
| 1Y | +134.7% | -31.1% | +165.8% | +148.1% |
| All | +134.7% | -30.5% | +165.3% | +148.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling