+283.9%
GLW vs PL
+84.9%
+199.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +5.9% |
| 7D | +3.8% | -9.3% | +13.1% | +5.1% |
| 30D | -1.3% | -18.9% | +17.6% | +1.6% |
| 3M | -21.8% | -58.4% | +36.6% | -12.5% |
| 6M | +6.9% | -30.3% | +37.2% | +11.9% |
| YTD | +77.2% | -8.1% | +85.3% | +79.3% |
| 1Y | +123.2% | +180.5% | -57.3% | +97.3% |
| 3Y | +400.0% | +444.1% | -44.2% | +290.5% |
| 5Y | +342.8% | +83.0% | +259.8% | +249.1% |
| All | +283.9% | +84.9% | +199.0% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling