+4,893.4%
GLW vs PG
+4,011.1%
+882.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.1% | +7.7% |
| 7D | +14.0% | -0.4% | +14.4% | +14.1% |
| 30D | +0.4% | -0.1% | +0.5% | +0.3% |
| 3M | -11.3% | +1.1% | -12.4% | -12.4% |
| 6M | +35.1% | -3.8% | +38.9% | +35.2% |
| YTD | +90.5% | +3.8% | +86.7% | +85.9% |
| 1Y | +132.0% | -5.8% | +137.8% | +132.7% |
| 3Y | +463.3% | +3.0% | +460.3% | +442.4% |
| 5Y | +382.5% | +14.5% | +368.0% | +345.8% |
| 10Y | +837.6% | +117.8% | +719.9% | +609.5% |
| All | +4,893.4% | +4,011.1% | +882.3% | +1,116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling