+1,934.4%
GLW vs M
+425.5%
+1,508.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.9% | -7.0% | -11.4% |
| 7D | -19.7% | -2.1% | -17.6% | -19.3% |
| 30D | -38.8% | +7.7% | -46.5% | -40.2% |
| 3M | -33.9% | -4.4% | -29.5% | -33.6% |
| 6M | -36.0% | +27.5% | -63.5% | -40.8% |
| YTD | +18.7% | +12.8% | +6.0% | +12.9% |
| 1Y | +19.8% | +20.7% | -0.9% | +11.6% |
| 3Y | +294.3% | +111.3% | +183.0% | +196.6% |
| 5Y | +205.7% | -6.3% | +212.0% | +167.0% |
| 10Y | +493.8% | +1.5% | +492.3% | +306.8% |
| All | +1,934.4% | +425.5% | +1,508.9% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling