+40.6%
GLW vs MTB
+27.0%
+13.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.3% |
| 7D | -9.5% | +2.0% | -11.5% | -10.2% |
| 30D | -25.5% | +2.9% | -28.4% | -26.4% |
| 3M | -25.6% | -10.7% | -14.9% | -21.9% |
| 6M | -25.5% | +6.3% | -31.8% | -29.8% |
| YTD | +36.4% | +13.8% | +22.6% | +20.5% |
| 1Y | +40.6% | +27.7% | +12.9% | +17.1% |
| All | +40.6% | +27.0% | +13.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling