+2,676.3%
GLW vs O
+5,387.7%
-2,711.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | -1.3% | -1.9% | +0.5% | -0.6% |
| 3M | -21.8% | +3.8% | -25.6% | -23.9% |
| 6M | +6.9% | -4.7% | +11.6% | +8.0% |
| YTD | +77.2% | +12.5% | +64.7% | +66.6% |
| 1Y | +123.2% | +10.8% | +112.4% | +110.9% |
| 3Y | +400.0% | +28.8% | +371.2% | +335.7% |
| 5Y | +342.8% | +13.2% | +329.6% | +305.6% |
| 10Y | +771.4% | +53.5% | +717.9% | +561.9% |
| All | +2,676.3% | +5,387.7% | -2,711.4% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling