+463.3%
GLW vs ON
-28.0%
+491.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.4% | +12.0% | +9.1% |
| 7D | +14.0% | -2.2% | +16.2% | +14.7% |
| 30D | +0.4% | -12.4% | +12.8% | +5.2% |
| 3M | -11.3% | -41.2% | +29.9% | +5.2% |
| 6M | +35.1% | +25.0% | +10.1% | +31.1% |
| YTD | +90.5% | +31.3% | +59.3% | +83.2% |
| 1Y | +132.0% | +45.4% | +86.6% | +116.9% |
| 3Y | +463.3% | -27.4% | +490.7% | +457.0% |
| All | +463.3% | -28.0% | +491.3% | +457.0% |
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