+542.4%
GLW vs M
+3.7%
+538.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.1% | +1.2% | +7.6% |
| 7D | -5.9% | +2.5% | -8.4% | -6.4% |
| 30D | -26.0% | +10.1% | -36.1% | -27.6% |
| 3M | -29.9% | -0.9% | -29.0% | -30.1% |
| 6M | -37.8% | +30.2% | -67.9% | -41.7% |
| YTD | +33.1% | +16.3% | +16.8% | +27.3% |
| 1Y | +36.8% | +27.0% | +9.9% | +28.2% |
| 3Y | +356.1% | +154.5% | +201.6% | +251.7% |
| 5Y | +243.8% | -1.1% | +244.9% | +207.1% |
| 10Y | +542.4% | +0.5% | +541.9% | +343.4% |
| All | +542.4% | +3.7% | +538.7% | +343.4% |
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