+342.1%
GLW vs MA
+73.0%
+269.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | +3.8% | -2.7% | +6.5% | +4.6% |
| 30D | -1.3% | +1.5% | -2.9% | -2.0% |
| 3M | -21.8% | +20.4% | -42.2% | -27.3% |
| 6M | +6.9% | +11.1% | -4.2% | +1.9% |
| YTD | +77.2% | +2.0% | +75.2% | +74.6% |
| 1Y | +123.2% | -2.2% | +125.4% | +123.7% |
| 3Y | +400.0% | +41.9% | +358.1% | +306.2% |
| All | +342.1% | +73.0% | +269.2% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling