+526.0%
GLW vs OMC
+53.0%
+473.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.8% |
| 7D | +7.7% | +1.9% | +5.9% | +7.1% |
| 30D | -18.8% | +12.2% | -31.0% | -22.5% |
| 3M | -27.7% | +0.6% | -28.3% | -28.6% |
| 6M | -44.4% | +21.0% | -65.4% | -50.1% |
| YTD | +31.3% | +12.4% | +18.9% | +18.9% |
| 1Y | +40.0% | +25.4% | +14.6% | +19.8% |
| 3Y | +339.2% | +29.2% | +310.0% | +254.7% |
| 5Y | +229.2% | +52.6% | +176.6% | +134.6% |
| All | +526.0% | +53.0% | +473.0% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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