+123.2%
GLW vs PG
-4.9%
+128.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.5% |
| 7D | +3.8% | +1.9% | +1.9% | +5.0% |
| 30D | -1.3% | -0.2% | -1.1% | -1.2% |
| 3M | -21.8% | +4.8% | -26.6% | -20.4% |
| 6M | +6.9% | -6.1% | +13.0% | +6.2% |
| YTD | +77.2% | +4.5% | +72.7% | +90.4% |
| 1Y | +123.2% | -5.3% | +128.5% | +125.2% |
| All | +123.2% | -4.9% | +128.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling