+378.4%
GLW vs ONON
-24.2%
+402.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +11.7% | -5.3% | +17.1% | +12.6% |
| 30D | +2.7% | -13.1% | +15.8% | +4.9% |
| 3M | -2.8% | -29.3% | +26.5% | +1.6% |
| 6M | +20.2% | -34.5% | +54.7% | +26.7% |
| YTD | +87.3% | -42.2% | +129.5% | +101.1% |
| 1Y | +119.6% | -37.3% | +156.9% | +131.6% |
| 3Y | +453.7% | -9.3% | +462.9% | +436.6% |
| All | +378.4% | -24.2% | +402.6% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling