+1,909.3%
GLW vs MDY
+2,608.4%
-699.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.9% |
| 7D | -11.1% | 0.0% | -11.1% | -10.6% |
| 30D | -28.4% | +1.0% | -29.4% | -28.6% |
| 3M | -28.8% | -4.1% | -24.7% | -24.5% |
| 6M | -39.8% | +0.6% | -40.5% | -38.6% |
| YTD | +28.7% | +12.9% | +15.8% | +17.4% |
| 1Y | +27.7% | +14.6% | +13.1% | +14.9% |
| 3Y | +331.3% | +57.1% | +274.3% | +170.8% |
| 5Y | +233.4% | +37.1% | +196.4% | +139.0% |
| 10Y | +521.8% | +171.5% | +350.3% | +106.8% |
| All | +1,909.3% | +2,608.4% | -699.1% | -4.0% |
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