+526.0%
GLW vs MTB
+115.1%
+410.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | +7.7% | +1.5% | +6.2% | +7.0% |
| 30D | -18.8% | +2.3% | -21.2% | -19.7% |
| 3M | -27.7% | -12.1% | -15.6% | -23.1% |
| 6M | -44.4% | +9.8% | -54.3% | -47.2% |
| YTD | +31.3% | +12.0% | +19.3% | +23.3% |
| 1Y | +40.0% | +22.0% | +18.0% | +26.1% |
| 3Y | +339.2% | +107.6% | +231.6% | +198.8% |
| 5Y | +229.2% | +61.9% | +167.3% | +142.9% |
| All | +526.0% | +115.1% | +410.9% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling