+394.1%
GLW vs ONON
-24.2%
+418.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +16.9% | -3.5% | +20.3% | +17.5% |
| 30D | +7.0% | -30.8% | +37.8% | +12.7% |
| 3M | -3.0% | -29.8% | +26.9% | +1.5% |
| 6M | +31.0% | -34.8% | +65.8% | +38.2% |
| YTD | +93.4% | -42.3% | +135.7% | +107.7% |
| 1Y | +134.7% | -39.5% | +174.3% | +149.0% |
| 3Y | +471.8% | -9.3% | +481.1% | +454.2% |
| All | +394.1% | -24.2% | +418.3% | +342.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling