+2,739.0%
GLW vs IT
+6,105.9%
-3,366.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +6.9% |
| 7D | +3.8% | -6.0% | +9.8% | +5.4% |
| 30D | -1.3% | 0.0% | -1.4% | -2.0% |
| 3M | -21.8% | +13.1% | -34.9% | -26.8% |
| 6M | +6.9% | +11.7% | -4.8% | -1.6% |
| YTD | +77.2% | -26.1% | +103.3% | +80.5% |
| 1Y | +123.2% | -21.3% | +144.5% | +121.6% |
| 3Y | +400.0% | -46.7% | +446.7% | +440.6% |
| 5Y | +342.8% | -40.5% | +383.3% | +357.4% |
| 10Y | +771.4% | +103.9% | +667.5% | +519.0% |
| All | +2,739.0% | +6,105.9% | -3,366.9% | +648.7% |
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