+134.7%
GLW vs ON
+45.3%
+89.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +16.9% | -1.9% | +18.8% | +17.8% |
| 30D | +7.0% | -11.0% | +18.0% | +14.2% |
| 3M | -3.0% | -39.3% | +36.4% | +24.0% |
| 6M | +31.0% | +19.8% | +11.1% | +23.2% |
| YTD | +93.4% | +31.1% | +62.3% | +78.0% |
| 1Y | +134.7% | +46.0% | +88.8% | +107.8% |
| All | +134.7% | +45.3% | +89.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling