+164.1%
GLW vs PL
+28.1%
+136.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +1.0% |
| 7D | -13.9% | -6.8% | -7.1% | -12.9% |
| 30D | -35.0% | -29.3% | -5.7% | -31.5% |
| 3M | -32.4% | -44.8% | +12.4% | -26.3% |
| 6M | -41.3% | -68.4% | +27.0% | -31.5% |
| YTD | +21.8% | -36.4% | +58.2% | +30.2% |
| 1Y | +21.8% | +0.7% | +21.1% | +23.1% |
| 3Y | +307.7% | +455.3% | -147.6% | +224.7% |
| 5Y | +213.7% | +22.7% | +191.0% | +165.6% |
| All | +164.1% | +28.1% | +136.0% | +119.5% |
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