+837.6%
GLW vs MTB
+173.2%
+664.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.1% | +7.8% |
| 7D | +14.0% | +2.8% | +11.2% | +12.5% |
| 30D | +0.4% | -4.2% | +4.5% | +2.4% |
| 3M | -11.3% | +7.8% | -19.1% | -15.0% |
| 6M | +35.1% | +14.8% | +20.2% | +25.5% |
| YTD | +90.5% | +20.8% | +69.8% | +72.6% |
| 1Y | +132.0% | +23.1% | +108.9% | +107.8% |
| 3Y | +463.3% | +114.8% | +348.5% | +276.3% |
| 5Y | +382.5% | +103.3% | +279.2% | +216.5% |
| 10Y | +837.6% | +173.0% | +664.7% | +425.4% |
| All | +837.6% | +173.2% | +664.5% | +425.4% |
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