+212.6%
GLW vs M
-11.5%
+224.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +3.5% |
| 7D | -13.9% | -4.3% | -9.7% | -13.2% |
| 30D | -35.0% | +1.3% | -36.3% | -35.3% |
| 3M | -32.4% | -7.4% | -25.0% | -31.7% |
| 6M | -41.3% | +18.3% | -59.7% | -44.0% |
| YTD | +21.8% | +7.6% | +14.3% | +18.2% |
| 1Y | +21.8% | +17.4% | +4.5% | +16.0% |
| 3Y | +307.7% | +108.4% | +199.3% | +224.8% |
| All | +212.6% | -11.5% | +224.1% | +179.5% |
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