+562.0%
GLW vs P
+686.0%
-124.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +6.0% |
| 7D | +1.4% | -4.7% | +6.1% | +3.2% |
| 30D | -18.2% | -31.4% | +13.2% | -8.3% |
| 3M | -24.2% | -2.6% | -21.6% | -24.0% |
| 6M | -41.7% | +21.9% | -63.7% | -45.7% |
| YTD | +38.3% | +58.9% | -20.6% | +19.7% |
| 1Y | +38.2% | +21.7% | +16.4% | +26.3% |
| 3Y | +363.4% | +193.3% | +170.1% | +212.0% |
| 5Y | +254.6% | +275.1% | -20.6% | +113.6% |
| 10Y | +562.0% | +655.3% | -93.4% | +213.8% |
| All | +562.0% | +686.0% | -124.0% | +213.8% |
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