+119.6%
GLW vs MO
+11.0%
+108.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -2.6% |
| 7D | +11.7% | -1.0% | +12.7% | +11.3% |
| 30D | +2.7% | +5.8% | -3.1% | +5.6% |
| 3M | -2.8% | -4.5% | +1.7% | -3.4% |
| 6M | +20.2% | +5.7% | +14.4% | +18.7% |
| YTD | +87.3% | +23.1% | +64.2% | +90.8% |
| 1Y | +119.6% | +10.9% | +108.7% | +111.3% |
| All | +119.6% | +11.0% | +108.6% | +111.3% |
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