+526.0%
GLW vs MA
+567.5%
-41.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -5.0% |
| 7D | +7.7% | +1.3% | +6.4% | +7.0% |
| 30D | -18.8% | +9.6% | -28.4% | -22.8% |
| 3M | -27.7% | +16.8% | -44.5% | -33.9% |
| 6M | -44.4% | +35.2% | -79.6% | -53.9% |
| YTD | +31.3% | +16.6% | +14.7% | +16.8% |
| 1Y | +40.0% | +19.8% | +20.3% | +22.3% |
| 3Y | +339.2% | +70.7% | +268.5% | +200.9% |
| 5Y | +229.2% | +87.4% | +141.8% | +107.2% |
| All | +526.0% | +567.5% | -41.5% | +78.1% |
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