+235.4%
GLW vs ONON
-5.0%
+240.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.6% |
| 7D | +7.7% | -10.0% | +17.7% | +9.5% |
| 30D | -18.8% | -5.3% | -13.6% | -18.3% |
| 3M | -27.7% | +6.5% | -34.2% | -28.6% |
| 6M | -44.4% | -5.0% | -39.5% | -44.9% |
| YTD | +31.3% | -27.6% | +58.9% | +35.8% |
| 1Y | +40.0% | -20.7% | +60.7% | +42.6% |
| 3Y | +339.2% | +26.6% | +312.6% | +304.1% |
| 5Y | +229.2% | -9.6% | +238.8% | +185.6% |
| All | +235.4% | -5.0% | +240.4% | +189.0% |
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