+2,664.9%
GLW vs MDY
+2,662.7%
+2.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | +3.8% | +0.1% | +3.6% | +3.6% |
| 30D | -1.3% | -1.5% | +0.1% | +0.6% |
| 3M | -21.8% | +0.8% | -22.6% | -21.3% |
| 6M | +6.9% | +7.4% | -0.5% | +1.7% |
| YTD | +77.2% | +15.2% | +62.0% | +56.4% |
| 1Y | +123.2% | +16.5% | +106.7% | +95.1% |
| 3Y | +400.0% | +46.8% | +353.2% | +234.4% |
| 5Y | +342.8% | +46.0% | +296.8% | +192.6% |
| 10Y | +771.4% | +172.1% | +599.3% | +185.8% |
| All | +2,664.9% | +2,662.7% | +2.2% | +27.9% |
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 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