+666.8%
GLW vs P
+449.6%
+217.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -16.4% | +3.5% | -8.3% |
| 7D | -19.7% | -31.9% | +12.1% | -10.6% |
| 30D | -38.8% | -36.5% | -2.3% | -30.6% |
| 3M | -33.9% | +11.6% | -45.5% | -36.4% |
| 6M | -36.0% | +25.2% | -61.2% | -40.1% |
| YTD | +18.7% | +39.4% | -20.7% | +8.0% |
| 1Y | +19.8% | -3.7% | +23.5% | +17.4% |
| 3Y | +294.3% | +167.3% | +127.0% | +185.0% |
| 5Y | +205.7% | +237.3% | -31.6% | +101.7% |
| 10Y | +493.8% | +698.6% | -204.9% | +215.1% |
| All | +666.8% | +449.6% | +217.1% | +306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling