+123.2%
GLW vs PM
+16.6%
+106.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +5.2% |
| 7D | +3.8% | -4.9% | +8.6% | +2.6% |
| 30D | -1.3% | -3.4% | +2.0% | -1.9% |
| 3M | -21.8% | +5.2% | -27.0% | -22.8% |
| 6M | +6.9% | +3.7% | +3.2% | +5.0% |
| YTD | +77.2% | +15.8% | +61.4% | +82.4% |
| 1Y | +123.2% | +17.4% | +105.9% | +134.1% |
| All | +123.2% | +16.6% | +106.6% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling