+40.0%
GLW vs ON
+45.4%
-5.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -2.1% |
| 7D | +7.7% | +12.2% | -4.5% | +0.7% |
| 30D | -18.8% | -3.1% | -15.7% | -17.2% |
| 3M | -27.7% | -12.9% | -14.9% | -21.7% |
| 6M | -44.4% | -38.6% | -5.9% | -28.1% |
| YTD | +31.3% | +31.2% | +0.1% | +22.3% |
| 1Y | +40.0% | +47.6% | -7.6% | +27.5% |
| All | +40.0% | +45.4% | -5.4% | +27.5% |
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