+554.2%
GLW vs MA
+558.8%
-4.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +15.5% | -0.5% | +16.0% | +15.8% |
| 30D | -19.6% | +7.9% | -27.5% | -22.8% |
| 3M | -28.5% | +16.8% | -45.3% | -34.6% |
| 6M | -39.5% | +31.0% | -70.5% | -49.0% |
| YTD | +37.2% | +15.0% | +22.2% | +22.9% |
| 1Y | +35.4% | +17.0% | +18.4% | +19.8% |
| 3Y | +359.7% | +68.5% | +291.2% | +217.1% |
| 5Y | +244.0% | +85.0% | +159.0% | +118.1% |
| All | +554.2% | +558.8% | -4.6% | +87.4% |
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