+376.1%
GLW vs PG
+12.8%
+363.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +11.7% | -2.7% | +14.4% | +11.9% |
| 30D | +2.7% | -1.5% | +4.2% | +2.7% |
| 3M | -2.8% | -3.4% | +0.5% | -2.8% |
| 6M | +20.2% | -7.0% | +27.1% | +21.1% |
| YTD | +87.3% | +2.0% | +85.3% | +85.1% |
| 1Y | +119.6% | -6.5% | +126.1% | +121.3% |
| 3Y | +453.7% | +1.2% | +452.5% | +433.0% |
| 5Y | +376.1% | +12.8% | +363.3% | +335.0% |
| All | +376.1% | +12.8% | +363.2% | +335.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling