+394.5%
GLW vs MDY
+45.8%
+348.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.6% |
| 7D | +16.9% | -0.8% | +17.7% | +17.8% |
| 30D | +7.0% | -3.9% | +10.8% | +11.6% |
| 3M | -3.0% | 0.0% | -2.9% | -1.7% |
| 6M | +31.0% | +8.5% | +22.4% | +23.9% |
| YTD | +93.4% | +13.2% | +80.2% | +77.1% |
| 1Y | +134.7% | +15.0% | +119.7% | +112.5% |
| 3Y | +471.8% | +49.6% | +422.2% | +308.9% |
| 5Y | +394.5% | +46.0% | +348.4% | +259.9% |
| All | +394.5% | +45.8% | +348.6% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling