+356.1%
GLW vs OMC
+29.2%
+326.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +9.4% |
| 7D | -5.9% | +5.4% | -11.3% | -5.5% |
| 30D | -26.0% | +15.7% | -41.7% | -25.3% |
| 3M | -29.9% | +4.9% | -34.8% | -29.4% |
| 6M | -37.8% | +17.3% | -55.0% | -37.7% |
| YTD | +33.1% | +13.0% | +20.1% | +33.8% |
| 1Y | +36.8% | +24.1% | +12.7% | +33.6% |
| 3Y | +356.1% | +31.2% | +324.9% | +284.3% |
| All | +356.1% | +29.2% | +326.9% | +284.3% |
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