+132.0%
GLW vs MAR
+25.0%
+107.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.9% | +7.5% |
| 7D | +14.0% | -1.7% | +15.7% | +13.9% |
| 30D | +0.4% | -6.9% | +7.3% | +0.2% |
| 3M | -11.3% | -15.8% | +4.5% | -11.0% |
| 6M | +35.1% | +1.9% | +33.1% | +30.4% |
| YTD | +90.5% | +6.6% | +83.9% | +82.6% |
| 1Y | +132.0% | +23.7% | +108.4% | +120.2% |
| All | +132.0% | +25.0% | +107.0% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling