+331.3%
GLW vs PL
+570.0%
-238.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -11.1% | +5.6% | -16.7% | -11.9% |
| 30D | -28.4% | -16.9% | -11.5% | -26.2% |
| 3M | -28.8% | -38.2% | +9.4% | -23.1% |
| 6M | -39.8% | -63.4% | +23.6% | -30.2% |
| YTD | +28.7% | -27.6% | +56.4% | +36.7% |
| 1Y | +27.7% | +6.6% | +21.1% | +29.2% |
| 3Y | +331.3% | +557.6% | -226.3% | +246.9% |
| All | +331.3% | +570.0% | -238.6% | +246.9% |
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