+212.6%
GLW vs P
+247.4%
-34.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.5% |
| 7D | -13.9% | -23.8% | +9.9% | -6.3% |
| 30D | -35.0% | -36.6% | +1.6% | -25.1% |
| 3M | -32.4% | +10.9% | -43.2% | -35.1% |
| 6M | -41.3% | +30.0% | -71.3% | -46.2% |
| YTD | +21.8% | +44.4% | -22.5% | +8.7% |
| 1Y | +21.8% | +3.9% | +17.9% | +15.6% |
| 3Y | +307.7% | +176.6% | +131.1% | +191.5% |
| All | +212.6% | +247.4% | -34.8% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling