+123.2%
GLW vs MO
+10.1%
+113.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.3% |
| 7D | +3.8% | +0.3% | +3.4% | +4.0% |
| 30D | -1.3% | +0.6% | -2.0% | -0.5% |
| 3M | -21.8% | -1.0% | -20.8% | -22.0% |
| 6M | +6.9% | +4.3% | +2.5% | +5.7% |
| YTD | +77.2% | +23.3% | +53.9% | +80.7% |
| 1Y | +123.2% | +10.5% | +112.8% | +114.8% |
| All | +123.2% | +10.1% | +113.2% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling