+342.1%
GLW vs M
+27.3%
+314.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.2% |
| 7D | +3.8% | +4.7% | -1.0% | +2.8% |
| 30D | -1.3% | -9.6% | +8.3% | +0.6% |
| 3M | -21.8% | +0.9% | -22.7% | -22.2% |
| 6M | +6.9% | +22.3% | -15.4% | +2.2% |
| YTD | +77.2% | +6.5% | +70.6% | +73.1% |
| 1Y | +123.2% | +38.8% | +84.5% | +106.5% |
| 3Y | +400.0% | +115.9% | +284.1% | +300.2% |
| All | +342.1% | +27.3% | +314.8% | +284.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling