+526.0%
GLW vs MAR
+529.3%
-3.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.2% |
| 7D | +7.7% | +1.6% | +6.1% | +7.0% |
| 30D | -18.8% | +13.8% | -32.6% | -23.0% |
| 3M | -27.7% | +20.3% | -48.0% | -33.0% |
| 6M | -44.4% | +21.3% | -65.8% | -49.4% |
| YTD | +31.3% | +37.2% | -5.9% | +13.0% |
| 1Y | +40.0% | +48.4% | -8.4% | +16.3% |
| 3Y | +339.2% | +120.1% | +219.1% | +203.9% |
| 5Y | +229.2% | +182.1% | +47.1% | +100.5% |
| All | +526.0% | +529.3% | -3.3% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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