+40.0%
GLW vs MAR
+47.1%
-7.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.3% |
| 7D | +7.7% | +1.6% | +6.1% | +7.8% |
| 30D | -18.8% | +13.8% | -32.6% | -18.2% |
| 3M | -27.7% | +20.3% | -48.0% | -26.8% |
| 6M | -44.4% | +21.3% | -65.8% | -45.2% |
| YTD | +31.3% | +37.2% | -5.9% | +27.2% |
| 1Y | +40.0% | +48.4% | -8.4% | +35.9% |
| All | +40.0% | +47.1% | -7.1% | +35.9% |
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