+387.1%
GLW vs MO
+97.5%
+289.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.6% |
| 7D | +14.0% | -2.0% | +16.0% | +14.1% |
| 30D | +0.4% | -0.3% | +0.6% | +0.4% |
| 3M | -11.3% | -2.9% | -8.4% | -11.8% |
| 6M | +35.1% | +5.8% | +29.3% | +31.9% |
| YTD | +90.5% | +22.0% | +68.5% | +81.7% |
| 1Y | +132.0% | +10.7% | +121.3% | +124.5% |
| 3Y | +463.3% | +94.4% | +368.9% | +364.0% |
| All | +387.1% | +97.5% | +289.6% | +288.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling