+1,194.7%
GLW vs MAR
+3,121.8%
-1,927.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.2% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -26.0% | +14.0% | -40.0% | -30.3% |
| 3M | -29.9% | +18.1% | -48.0% | -35.1% |
| 6M | -37.8% | +18.6% | -56.4% | -43.4% |
| YTD | +33.1% | +35.3% | -2.1% | +13.4% |
| 1Y | +36.8% | +44.5% | -7.6% | +12.8% |
| 3Y | +356.1% | +120.7% | +235.4% | +203.6% |
| 5Y | +243.8% | +164.1% | +79.7% | +104.9% |
| 10Y | +542.4% | +515.5% | +26.9% | +132.7% |
| All | +1,194.7% | +3,121.8% | -1,927.1% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling