+851.8%
GLW vs MO
+114.7%
+737.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | -0.4% | +7.1% | -7.6% | -3.0% |
| 3M | -5.6% | -2.0% | -3.6% | -6.4% |
| 6M | +26.7% | +7.3% | +19.4% | +20.0% |
| YTD | +91.0% | +23.5% | +67.6% | +70.8% |
| 1Y | +122.4% | +11.0% | +111.4% | +106.6% |
| 3Y | +471.0% | +95.0% | +376.0% | +300.0% |
| 5Y | +385.6% | +100.6% | +285.0% | +227.8% |
| All | +851.8% | +114.7% | +737.2% | +458.2% |
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