+4,968.6%
GLW vs MO
+15,083.2%
-10,114.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +16.9% | -2.4% | +19.3% | +17.5% |
| 30D | +7.0% | +3.6% | +3.4% | +5.8% |
| 3M | -3.0% | -3.7% | +0.7% | -3.1% |
| 6M | +31.0% | +4.5% | +26.5% | +27.5% |
| YTD | +93.4% | +21.5% | +71.9% | +81.0% |
| 1Y | +134.7% | +9.5% | +125.2% | +124.9% |
| 3Y | +471.8% | +93.6% | +378.2% | +365.0% |
| 5Y | +394.5% | +97.5% | +297.0% | +296.9% |
| 10Y | +867.9% | +111.2% | +756.8% | +649.3% |
| All | +4,968.6% | +15,083.2% | -10,114.5% | +1,284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling