+562.0%
GLW vs OMC
+57.3%
+504.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | +1.6% | -0.1% | +0.9% |
| 30D | -18.2% | +15.3% | -33.5% | -22.6% |
| 3M | -24.2% | +4.5% | -28.7% | -26.2% |
| 6M | -41.7% | +20.8% | -62.5% | -47.6% |
| YTD | +38.3% | +13.5% | +24.8% | +24.9% |
| 1Y | +38.2% | +25.2% | +12.9% | +18.6% |
| 3Y | +363.4% | +30.5% | +332.9% | +273.1% |
| 5Y | +254.6% | +52.7% | +201.9% | +153.2% |
| 10Y | +562.0% | +55.2% | +506.7% | +339.0% |
| All | +562.0% | +57.3% | +504.6% | +339.0% |
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