+562.0%
GLW vs M
-5.1%
+567.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.6% |
| 7D | +1.4% | -3.3% | +4.7% | +2.2% |
| 30D | -18.2% | +8.1% | -26.3% | -19.7% |
| 3M | -24.2% | +2.2% | -26.4% | -24.9% |
| 6M | -41.7% | +35.1% | -76.8% | -45.8% |
| YTD | +38.3% | +15.8% | +22.5% | +32.3% |
| 1Y | +38.2% | +25.8% | +12.4% | +29.7% |
| 3Y | +363.4% | +156.2% | +207.1% | +256.7% |
| 5Y | +254.6% | -2.4% | +256.9% | +217.5% |
| 10Y | +562.0% | -7.1% | +569.1% | +363.0% |
| All | +562.0% | -5.1% | +567.1% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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