+205.7%
GLW vs LIN
+68.3%
+137.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.7% | -12.2% | -12.7% |
| 7D | -19.7% | +3.6% | -23.3% | -21.0% |
| 30D | -38.8% | +6.4% | -45.2% | -40.4% |
| 3M | -33.9% | +6.5% | -40.4% | -35.8% |
| 6M | -36.0% | +4.9% | -40.8% | -38.0% |
| YTD | +18.7% | +23.4% | -4.7% | +5.8% |
| 1Y | +19.8% | +26.3% | -6.5% | +5.2% |
| 3Y | +294.3% | +38.0% | +256.3% | +226.3% |
| 5Y | +205.7% | +68.0% | +137.7% | +119.2% |
| All | +205.7% | +68.3% | +137.5% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling