+554.2%
GLW vs O
+82.2%
+472.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +15.5% | -0.4% | +15.9% | +15.7% |
| 30D | -19.6% | +8.3% | -27.8% | -22.3% |
| 3M | -28.5% | -4.0% | -24.5% | -27.6% |
| 6M | -39.5% | -2.6% | -36.9% | -39.7% |
| YTD | +37.2% | +9.9% | +27.3% | +29.8% |
| 1Y | +35.4% | +9.8% | +25.6% | +28.0% |
| 3Y | +359.7% | +39.7% | +320.0% | +283.4% |
| 5Y | +244.0% | +9.2% | +234.8% | +219.1% |
| All | +554.2% | +82.2% | +472.0% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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