+27.7%
GLW vs M
+26.3%
+1.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -11.1% | +5.0% | -16.1% | -11.7% |
| 30D | -28.4% | +10.6% | -39.1% | -29.6% |
| 3M | -28.8% | +1.6% | -30.4% | -28.9% |
| 6M | -39.8% | +30.8% | -70.7% | -44.0% |
| YTD | +28.7% | +16.9% | +11.8% | +18.3% |
| 1Y | +27.7% | +26.3% | +1.5% | +15.3% |
| All | +27.7% | +26.3% | +1.4% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling