+155.4%
GLW vs ON
+154.5%
+0.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -13.9% | -11.7% | -2.3% | -10.6% |
| 30D | -35.0% | -23.3% | -11.7% | -29.6% |
| 3M | -32.4% | -19.2% | -13.2% | -27.8% |
| 6M | -41.3% | -40.1% | -1.2% | -32.0% |
| YTD | +21.8% | +16.9% | +4.9% | +16.9% |
| 1Y | +21.8% | +29.7% | -7.9% | +13.4% |
| 3Y | +307.7% | -4.4% | +312.1% | +288.1% |
| 5Y | +213.7% | +7.1% | +206.6% | +172.1% |
| 10Y | +509.3% | +447.2% | +62.1% | +206.9% |
| All | +155.4% | +154.5% | +0.9% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling