+382.5%
GLW vs OMC
+32.6%
+349.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.4% | +7.9% |
| 7D | +14.0% | -5.8% | +19.8% | +15.2% |
| 30D | +0.4% | -4.8% | +5.2% | +1.1% |
| 3M | -11.3% | +9.2% | -20.6% | -14.5% |
| 6M | +35.1% | -2.5% | +37.6% | +34.2% |
| YTD | +90.5% | +2.6% | +88.0% | +84.8% |
| 1Y | +132.0% | +5.9% | +126.1% | +120.7% |
| 3Y | +463.3% | +14.2% | +449.1% | +398.7% |
| 5Y | +382.5% | +33.2% | +349.3% | +276.0% |
| All | +382.5% | +32.6% | +349.9% | +276.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling