+297.3%
GLW vs PL
+403.1%
-105.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -10.1% | -2.8% | -11.1% |
| 7D | -19.7% | -20.5% | +0.8% | -16.4% |
| 30D | -38.8% | -38.8% | 0.0% | -33.4% |
| 3M | -33.9% | -49.1% | +15.3% | -26.0% |
| 6M | -36.0% | -69.4% | +33.4% | -23.2% |
| YTD | +18.7% | -42.3% | +61.1% | +31.3% |
| 1Y | +19.8% | -14.2% | +34.0% | +26.0% |
| All | +297.3% | +403.1% | -105.8% | +230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling