+493.9%
GLW vs LIN
+424.3%
+69.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.3% |
| 7D | -13.9% | +0.2% | -14.1% | -14.2% |
| 30D | -35.0% | +6.5% | -41.5% | -37.8% |
| 3M | -32.4% | +5.5% | -37.8% | -35.1% |
| 6M | -41.3% | +3.3% | -44.7% | -43.7% |
| YTD | +21.8% | +22.0% | -0.2% | +4.1% |
| 1Y | +21.8% | +25.7% | -3.9% | +1.6% |
| 3Y | +307.7% | +36.2% | +271.4% | +215.4% |
| 5Y | +213.7% | +66.1% | +147.6% | +104.6% |
| All | +493.9% | +424.3% | +69.6% | +82.9% |
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