+2,033.4%
GLW vs IT
+6,259.0%
-4,225.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -5.9% | -18.8% | +12.9% | -1.0% |
| 30D | -26.0% | -0.1% | -25.9% | -26.6% |
| 3M | -29.9% | +2.9% | -32.8% | -32.2% |
| 6M | -37.8% | +20.4% | -58.2% | -44.5% |
| YTD | +33.1% | -24.3% | +57.4% | +32.2% |
| 1Y | +36.8% | -17.2% | +54.0% | +32.1% |
| 3Y | +356.1% | -52.4% | +408.5% | +402.5% |
| 5Y | +243.8% | -43.7% | +287.5% | +254.9% |
| 10Y | +542.4% | +90.3% | +452.1% | +356.8% |
| All | +2,033.4% | +6,259.0% | -4,225.6% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling