-39.5%
GLW vs MDY
+0.7%
-40.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +3.1% |
| 7D | +15.5% | +3.0% | +12.5% | +5.0% |
| 30D | -19.6% | +0.8% | -20.4% | -20.9% |
| 3M | -28.5% | -5.1% | -23.4% | -11.6% |
| 6M | -39.5% | +1.2% | -40.7% | -37.8% |
| All | -39.5% | +0.7% | -40.2% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling