+562.0%
GLW vs MA
+574.5%
-12.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +1.4% | -1.8% | +3.2% | +2.5% |
| 30D | -18.2% | +11.0% | -29.2% | -22.7% |
| 3M | -24.2% | +17.9% | -42.1% | -31.0% |
| 6M | -41.7% | +33.2% | -74.9% | -51.3% |
| YTD | +38.3% | +16.5% | +21.8% | +23.1% |
| 1Y | +38.2% | +19.1% | +19.1% | +21.2% |
| 3Y | +363.4% | +70.6% | +292.8% | +217.9% |
| 5Y | +254.6% | +92.1% | +162.5% | +119.9% |
| 10Y | +562.0% | +569.6% | -7.6% | +97.1% |
| All | +562.0% | +574.5% | -12.5% | +97.1% |
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