+421.2%
GLW vs OMC
+14.6%
+406.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.7% |
| 7D | +3.8% | -6.4% | +10.2% | +3.8% |
| 30D | -1.3% | +1.1% | -2.5% | -1.5% |
| 3M | -21.8% | +10.4% | -32.2% | -22.7% |
| 6M | +6.9% | -1.7% | +8.6% | +7.7% |
| YTD | +77.2% | +4.4% | +72.7% | +76.4% |
| 1Y | +123.2% | +8.4% | +114.8% | +118.8% |
| All | +421.2% | +14.6% | +406.7% | +359.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling