+521.8%
GLW vs MA
+554.9%
-33.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -11.1% | +1.8% | -12.9% | -11.9% |
| 30D | -28.4% | +11.8% | -40.3% | -32.6% |
| 3M | -28.8% | +17.2% | -46.0% | -35.0% |
| 6M | -39.8% | +33.4% | -73.2% | -49.7% |
| YTD | +28.7% | +16.1% | +12.6% | +14.8% |
| 1Y | +27.7% | +19.9% | +7.8% | +11.5% |
| 3Y | +331.3% | +70.1% | +261.3% | +196.3% |
| 5Y | +233.4% | +89.6% | +143.8% | +108.4% |
| 10Y | +521.8% | +568.4% | -46.7% | +85.3% |
| All | +521.8% | +554.9% | -33.1% | +85.3% |
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