+32.1%
GLW vs O
+10.4%
+21.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +9.7% |
| 7D | -5.9% | +3.3% | -9.2% | -4.0% |
| 30D | -26.0% | +10.3% | -36.3% | -21.9% |
| 3M | -29.9% | -3.5% | -26.4% | -30.2% |
| 6M | -37.8% | -1.3% | -36.5% | -37.8% |
| YTD | +33.1% | +10.3% | +22.8% | +38.3% |
| All | +32.1% | +10.4% | +21.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling