+307.7%
GLW vs ON
-7.8%
+315.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -13.9% | -11.7% | -2.3% | -9.4% |
| 30D | -35.0% | -23.3% | -11.7% | -27.8% |
| 3M | -32.4% | -19.2% | -13.2% | -26.3% |
| 6M | -41.3% | -40.1% | -1.2% | -28.9% |
| YTD | +21.8% | +16.9% | +4.9% | +22.2% |
| 1Y | +21.8% | +29.7% | -7.9% | +18.9% |
| 3Y | +307.7% | -4.4% | +312.1% | +287.3% |
| All | +307.7% | -7.8% | +315.4% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling