+1,949.0%
GLW vs MDY
+2,594.0%
-645.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | +7.7% | +2.3% | +5.5% | +5.3% |
| 30D | -18.8% | +2.0% | -20.8% | -20.0% |
| 3M | -27.7% | -5.6% | -22.1% | -21.9% |
| 6M | -44.4% | +1.3% | -45.7% | -43.7% |
| YTD | +31.3% | +12.3% | +19.0% | +20.5% |
| 1Y | +40.0% | +15.8% | +24.3% | +24.5% |
| 3Y | +339.2% | +56.5% | +282.7% | +177.1% |
| 5Y | +229.2% | +35.1% | +194.0% | +139.8% |
| 10Y | +528.4% | +167.4% | +361.0% | +112.7% |
| All | +1,949.0% | +2,594.0% | -645.0% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling