+478.8%
GLW vs LIN
+430.4%
+48.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.7% | -12.2% | -12.5% |
| 7D | -19.7% | +3.6% | -23.3% | -21.7% |
| 30D | -38.8% | +6.4% | -45.2% | -41.3% |
| 3M | -33.9% | +6.5% | -40.4% | -36.9% |
| 6M | -36.0% | +4.9% | -40.8% | -39.1% |
| YTD | +18.7% | +23.4% | -4.7% | +0.8% |
| 1Y | +19.8% | +26.3% | -6.5% | -0.4% |
| 3Y | +294.3% | +38.0% | +256.3% | +202.7% |
| 5Y | +205.7% | +68.0% | +137.7% | +98.0% |
| All | +478.8% | +430.4% | +48.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling