+394.5%
GLW vs IT
-45.7%
+440.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | +16.9% | -9.1% | +26.0% | +17.2% |
| 30D | +7.0% | -12.2% | +19.1% | +7.4% |
| 3M | -3.0% | +7.8% | -10.8% | -3.5% |
| 6M | +31.0% | +2.0% | +29.0% | +30.2% |
| YTD | +93.4% | -32.7% | +126.1% | +110.5% |
| 1Y | +134.7% | -31.1% | +165.8% | +151.9% |
| 3Y | +471.8% | -52.1% | +523.9% | +561.2% |
| 5Y | +394.5% | -46.3% | +440.7% | +411.2% |
| All | +394.5% | -45.7% | +440.2% | +411.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling