+896.1%
GLW vs MSCI
+2,756.4%
-1,860.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | -1.3% | +0.6% | -1.9% | -1.8% |
| 3M | -21.8% | -7.1% | -14.7% | -21.4% |
| 6M | +6.9% | +0.8% | +6.1% | +3.0% |
| YTD | +77.2% | +1.0% | +76.2% | +69.2% |
| 1Y | +123.2% | +4.3% | +118.9% | +108.5% |
| 3Y | +400.0% | +9.9% | +390.0% | +347.4% |
| 5Y | +342.8% | -6.8% | +349.6% | +310.0% |
| 10Y | +771.4% | +614.7% | +156.7% | +222.0% |
| All | +896.1% | +2,756.4% | -1,860.3% | +96.3% |
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