+3,388.7%
GLW vs OMC
+6,508.1%
-3,119.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +8.1% |
| 7D | -5.9% | +5.4% | -11.3% | -8.3% |
| 30D | -26.0% | +15.7% | -41.7% | -31.4% |
| 3M | -29.9% | +4.9% | -34.8% | -32.6% |
| 6M | -37.8% | +17.3% | -55.0% | -44.9% |
| YTD | +33.1% | +13.0% | +20.1% | +16.8% |
| 1Y | +36.8% | +24.1% | +12.7% | +14.0% |
| 3Y | +356.1% | +31.2% | +324.9% | +256.5% |
| 5Y | +243.8% | +53.4% | +190.4% | +141.4% |
| 10Y | +542.4% | +55.5% | +486.9% | +327.0% |
| All | +3,388.7% | +6,508.1% | -3,119.4% | +739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling