+542.4%
GLW vs MA
+562.8%
-20.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.0% |
| 7D | -5.9% | -0.3% | -5.5% | -5.7% |
| 30D | -26.0% | +11.3% | -37.3% | -30.2% |
| 3M | -29.9% | +16.7% | -46.6% | -35.8% |
| 6M | -37.8% | +32.8% | -70.5% | -47.9% |
| YTD | +33.1% | +15.6% | +17.5% | +19.0% |
| 1Y | +36.8% | +19.6% | +17.3% | +19.6% |
| 3Y | +356.1% | +72.1% | +284.0% | +210.9% |
| 5Y | +243.8% | +96.0% | +147.8% | +110.0% |
| 10Y | +542.4% | +554.8% | -12.4% | +93.5% |
| All | +542.4% | +562.8% | -20.4% | +93.5% |
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