+233.4%
GLW vs PAAS
+62.0%
+171.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.5% | -2.1% |
| 7D | -11.1% | +4.2% | -15.3% | -11.9% |
| 30D | -28.4% | -13.8% | -14.6% | -26.3% |
| 3M | -28.8% | -22.7% | -6.1% | -25.2% |
| 6M | -39.8% | -32.1% | -7.7% | -35.4% |
| YTD | +28.7% | -22.3% | +51.0% | +34.6% |
| 1Y | +27.7% | +7.7% | +20.1% | +27.7% |
| 3Y | +331.3% | +214.0% | +117.3% | +267.3% |
| 5Y | +233.4% | +63.2% | +170.2% | +201.2% |
| All | +233.4% | +62.0% | +171.4% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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