-41.7%
GLW vs OMC
+17.6%
-59.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.5% |
| 7D | +1.4% | +1.6% | -0.1% | +2.5% |
| 30D | -18.2% | +15.3% | -33.5% | -6.8% |
| 3M | -24.2% | +4.5% | -28.7% | -19.5% |
| 6M | -41.7% | +20.8% | -62.5% | -28.4% |
| All | -41.7% | +17.6% | -59.4% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling