+197.3%
GLW vs PL
+41.8%
+155.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | +15.5% | +22.3% | -6.7% | +12.0% |
| 30D | -19.6% | -8.3% | -11.2% | -18.5% |
| 3M | -28.5% | -43.3% | +14.8% | -22.5% |
| 6M | -39.5% | -65.8% | +26.3% | -30.3% |
| YTD | +37.2% | -29.5% | +66.7% | +44.3% |
| 1Y | +35.4% | +11.7% | +23.7% | +34.7% |
| 3Y | +359.7% | +540.6% | -180.9% | +259.1% |
| 5Y | +244.0% | +32.9% | +211.1% | +191.4% |
| All | +197.3% | +41.8% | +155.5% | +143.2% |
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