+1,809.6%
GLW vs O
+5,241.4%
-3,431.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -13.9% | +3.7% | -17.6% | -15.4% |
| 30D | -35.0% | +11.2% | -46.2% | -38.1% |
| 3M | -32.4% | -4.0% | -28.4% | -31.5% |
| 6M | -41.3% | -5.2% | -36.1% | -40.9% |
| YTD | +21.8% | +9.5% | +12.4% | +15.4% |
| 1Y | +21.8% | +10.6% | +11.2% | +14.7% |
| 3Y | +307.7% | +38.1% | +269.6% | +243.4% |
| 5Y | +213.7% | +10.2% | +203.5% | +189.8% |
| 10Y | +509.3% | +71.4% | +437.8% | +340.4% |
| All | +1,809.6% | +5,241.4% | -3,431.7% | +317.3% |
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