+859.4%
GLW vs MA
+15,793.6%
-14,934.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.2% |
| 7D | +3.8% | -2.7% | +6.5% | +5.0% |
| 30D | -1.3% | +1.5% | -2.9% | -2.4% |
| 3M | -21.8% | +20.4% | -42.2% | -29.3% |
| 6M | +6.9% | +11.1% | -4.2% | -0.6% |
| YTD | +77.2% | +2.0% | +75.2% | +70.4% |
| 1Y | +123.2% | -2.2% | +125.4% | +118.0% |
| 3Y | +400.0% | +41.9% | +358.1% | +303.5% |
| 5Y | +342.8% | +75.4% | +267.5% | +217.9% |
| 10Y | +771.4% | +527.5% | +243.8% | +254.5% |
| All | +859.4% | +15,793.6% | -14,934.2% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling