+526.0%
GLW vs M
-7.1%
+533.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.6% |
| 7D | +7.7% | +7.0% | +0.7% | +6.3% |
| 30D | -18.8% | +8.9% | -27.7% | -20.4% |
| 3M | -27.7% | +4.5% | -32.2% | -28.8% |
| 6M | -44.4% | +36.2% | -80.6% | -48.4% |
| YTD | +31.3% | +15.1% | +16.2% | +25.7% |
| 1Y | +40.0% | +27.4% | +12.6% | +31.0% |
| 3Y | +339.2% | +160.1% | +179.1% | +236.9% |
| 5Y | +229.2% | -1.6% | +230.7% | +194.2% |
| All | +526.0% | -7.1% | +533.1% | +338.7% |
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