+1,852.7%
GLW vs IT
+6,228.4%
-4,375.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.6% |
| 7D | -13.9% | -16.9% | +3.0% | -10.0% |
| 30D | -35.0% | +2.3% | -37.3% | -36.0% |
| 3M | -32.4% | +2.9% | -35.2% | -34.6% |
| 6M | -41.3% | +25.9% | -67.2% | -48.3% |
| YTD | +21.8% | -24.6% | +46.5% | +21.1% |
| 1Y | +21.8% | -16.0% | +37.9% | +17.1% |
| 3Y | +307.7% | -51.6% | +359.2% | +346.6% |
| 5Y | +213.7% | -42.6% | +256.4% | +221.9% |
| 10Y | +509.3% | +103.6% | +405.7% | +325.2% |
| All | +1,852.7% | +6,228.4% | -4,375.7% | +402.3% |
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