+352.5%
GLW vs ONON
-20.9%
+373.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.9% |
| 7D | +3.8% | -3.0% | +6.7% | +4.2% |
| 30D | -1.3% | -26.7% | +25.4% | +3.0% |
| 3M | -21.8% | -25.3% | +3.5% | -19.0% |
| 6M | +6.9% | -35.3% | +42.1% | +13.0% |
| YTD | +77.2% | -39.8% | +116.9% | +89.1% |
| 1Y | +123.2% | -39.2% | +162.5% | +136.8% |
| 3Y | +400.0% | -4.2% | +404.2% | +380.5% |
| All | +352.5% | -20.9% | +373.5% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling