+493.9%
GLW vs MA
+561.7%
-67.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -13.9% | +2.3% | -16.2% | -15.0% |
| 30D | -35.0% | +14.7% | -49.7% | -39.6% |
| 3M | -32.4% | +13.5% | -45.8% | -37.2% |
| 6M | -41.3% | +33.1% | -74.5% | -51.0% |
| YTD | +21.8% | +15.1% | +6.8% | +9.1% |
| 1Y | +21.8% | +18.7% | +3.1% | +6.9% |
| 3Y | +307.7% | +72.1% | +235.6% | +177.7% |
| 5Y | +213.7% | +92.8% | +120.9% | +93.6% |
| All | +493.9% | +561.7% | -67.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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