+526.0%
GLW vs MO
+154.9%
+371.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.6% |
| 7D | +7.7% | +3.3% | +4.4% | +6.7% |
| 30D | -18.8% | +7.5% | -26.4% | -20.8% |
| 3M | -27.7% | +22.8% | -50.5% | -32.9% |
| 6M | -44.4% | +13.4% | -57.8% | -47.9% |
| YTD | +31.3% | +43.0% | -11.7% | +11.4% |
| 1Y | +40.0% | +45.2% | -5.2% | +18.0% |
| 3Y | +339.2% | +145.5% | +193.7% | +180.2% |
| 5Y | +229.2% | +157.1% | +72.1% | +99.5% |
| All | +526.0% | +154.9% | +371.1% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling