+1,188.0%
GLW vs MKSI
+2,206.8%
-1,018.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.0% | +5.6% | +6.7% |
| 7D | +14.0% | +7.7% | +6.3% | +10.6% |
| 30D | +0.4% | -12.9% | +13.2% | +6.6% |
| 3M | -11.3% | -14.8% | +3.5% | -3.6% |
| 6M | +35.1% | +26.6% | +8.4% | +26.7% |
| YTD | +90.5% | +66.6% | +24.0% | +60.3% |
| 1Y | +132.0% | +144.6% | -12.5% | +66.0% |
| 3Y | +463.3% | +193.1% | +270.2% | +242.1% |
| 5Y | +382.5% | +88.6% | +293.9% | +228.0% |
| 10Y | +837.6% | +490.9% | +346.7% | +256.0% |
| All | +1,188.0% | +2,206.8% | -1,018.8% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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