+585.1%
GLW vs MSCI
+3,095.4%
-2,510.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.5% |
| 7D | -13.9% | +2.8% | -16.8% | -14.9% |
| 30D | -35.0% | +15.4% | -50.4% | -38.7% |
| 3M | -32.4% | +13.4% | -45.8% | -36.0% |
| 6M | -41.3% | +10.9% | -52.3% | -45.5% |
| YTD | +21.8% | +13.0% | +8.9% | +10.9% |
| 1Y | +21.8% | +12.0% | +9.8% | +11.2% |
| 3Y | +307.7% | +34.1% | +273.6% | +235.7% |
| 5Y | +213.7% | +3.9% | +209.8% | +178.2% |
| 10Y | +509.3% | +802.0% | -292.8% | +104.4% |
| All | +585.1% | +3,095.4% | -2,510.2% | +28.7% |
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