+3,273.8%
GLW vs MTB
+7,621.1%
-4,347.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -11.1% | -0.7% | -10.4% | -10.7% |
| 30D | -28.4% | +1.4% | -29.9% | -28.9% |
| 3M | -28.8% | -11.6% | -17.2% | -24.8% |
| 6M | -39.8% | +5.4% | -45.2% | -41.6% |
| YTD | +28.7% | +11.7% | +17.0% | +21.8% |
| 1Y | +27.7% | +20.5% | +7.2% | +16.8% |
| 3Y | +331.3% | +104.5% | +226.8% | +206.3% |
| 5Y | +233.4% | +65.1% | +168.4% | +151.6% |
| 10Y | +521.8% | +119.5% | +402.3% | +290.0% |
| All | +3,273.8% | +7,621.1% | -4,347.3% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling