+307.7%
GLW vs IT
-51.0%
+358.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.0% |
| 7D | -13.9% | -16.9% | +3.0% | -16.4% |
| 30D | -35.0% | +2.3% | -37.3% | -34.5% |
| 3M | -32.4% | +2.9% | -35.2% | -31.2% |
| 6M | -41.3% | +25.9% | -67.2% | -38.2% |
| YTD | +21.8% | -24.6% | +46.5% | +35.0% |
| 1Y | +21.8% | -16.0% | +37.9% | +32.4% |
| 3Y | +307.7% | -51.6% | +359.2% | +390.8% |
| All | +307.7% | -51.0% | +358.7% | +390.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling