+521.8%
GLW vs MAR
+528.1%
-6.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.3% |
| 7D | -11.1% | +2.9% | -14.0% | -12.1% |
| 30D | -28.4% | +17.0% | -45.5% | -32.8% |
| 3M | -28.8% | +23.2% | -51.9% | -34.6% |
| 6M | -39.8% | +21.7% | -61.6% | -45.2% |
| YTD | +28.7% | +38.9% | -10.1% | +10.3% |
| 1Y | +27.7% | +48.7% | -20.9% | +6.1% |
| 3Y | +331.3% | +122.9% | +208.4% | +197.2% |
| 5Y | +233.4% | +177.5% | +56.0% | +104.7% |
| 10Y | +521.8% | +537.5% | -15.8% | +186.0% |
| All | +521.8% | +528.1% | -6.4% | +186.0% |
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