+212.6%
GLW vs LIN
+64.4%
+148.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.1% |
| 7D | -13.9% | +0.2% | -14.1% | -14.1% |
| 30D | -35.0% | +6.5% | -41.5% | -36.8% |
| 3M | -32.4% | +5.5% | -37.8% | -34.1% |
| 6M | -41.3% | +3.3% | -44.7% | -42.9% |
| YTD | +21.8% | +22.0% | -0.2% | +9.0% |
| 1Y | +21.8% | +25.7% | -3.9% | +7.1% |
| 3Y | +307.7% | +36.2% | +271.4% | +239.0% |
| All | +212.6% | +64.4% | +148.2% | +128.7% |
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