+769.5%
GLW vs P
+705.1%
+64.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | +3.8% | +6.5% | -2.8% | +1.8% |
| 30D | -1.3% | +18.8% | -20.2% | -7.1% |
| 3M | -21.8% | +26.7% | -48.6% | -27.2% |
| 6M | +6.9% | +62.2% | -55.3% | -7.2% |
| YTD | +77.2% | +48.5% | +28.7% | +57.0% |
| 1Y | +123.2% | +26.4% | +96.8% | +103.0% |
| 3Y | +400.0% | +159.4% | +240.6% | +250.3% |
| 5Y | +342.8% | +275.8% | +67.0% | +168.7% |
| All | +769.5% | +705.1% | +64.4% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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