+212.6%
GLW vs O
+10.1%
+202.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -13.9% | +3.7% | -17.6% | -14.8% |
| 30D | -35.0% | +11.2% | -46.2% | -37.0% |
| 3M | -32.4% | -4.0% | -28.4% | -31.6% |
| 6M | -41.3% | -5.2% | -36.1% | -40.9% |
| YTD | +21.8% | +9.5% | +12.4% | +16.2% |
| 1Y | +21.8% | +10.6% | +11.2% | +15.5% |
| 3Y | +307.7% | +38.1% | +269.6% | +239.5% |
| All | +212.6% | +10.1% | +202.5% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling