+554.2%
GLW vs MDY
+165.7%
+388.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.5% |
| 7D | +15.5% | +3.0% | +12.5% | +12.1% |
| 30D | -19.6% | +0.8% | -20.4% | -19.6% |
| 3M | -28.5% | -5.1% | -23.4% | -23.4% |
| 6M | -39.5% | +1.2% | -40.7% | -38.6% |
| YTD | +37.2% | +12.5% | +24.7% | +26.8% |
| 1Y | +35.4% | +13.8% | +21.7% | +24.1% |
| 3Y | +359.7% | +56.4% | +303.2% | +202.3% |
| 5Y | +244.0% | +35.3% | +208.7% | +160.1% |
| All | +554.2% | +165.7% | +388.5% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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