+157.3%
GLW vs PL
+16.0%
+141.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -10.1% | -2.8% | -11.4% |
| 7D | -19.7% | -20.5% | +0.8% | -16.8% |
| 30D | -38.8% | -38.8% | 0.0% | -34.1% |
| 3M | -33.9% | -49.1% | +15.3% | -27.0% |
| 6M | -36.0% | -69.4% | +33.4% | -24.6% |
| YTD | +18.7% | -42.3% | +61.1% | +28.9% |
| 1Y | +19.8% | -14.2% | +34.0% | +23.7% |
| 3Y | +294.3% | +398.7% | -104.4% | +219.3% |
| 5Y | +205.7% | +11.1% | +194.6% | +162.9% |
| All | +157.3% | +16.0% | +141.3% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling