+567.7%
GLW vs MSCI
+3,169.6%
-2,601.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.7% | -10.2% | -11.9% |
| 7D | -19.7% | +6.0% | -25.8% | -21.6% |
| 30D | -38.8% | +18.2% | -57.0% | -42.7% |
| 3M | -33.9% | +15.1% | -49.0% | -37.8% |
| 6M | -36.0% | +13.7% | -49.7% | -41.1% |
| YTD | +18.7% | +15.6% | +3.1% | +7.2% |
| 1Y | +19.8% | +16.3% | +3.5% | +7.8% |
| 3Y | +294.3% | +36.9% | +257.4% | +222.3% |
| 5Y | +205.7% | +6.3% | +199.4% | +168.9% |
| 10Y | +493.8% | +823.0% | -329.2% | +97.5% |
| All | +567.7% | +3,169.6% | -2,601.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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