+769.5%
GLW vs PM
+193.1%
+576.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.4% |
| 7D | +3.8% | -4.9% | +8.6% | +5.5% |
| 30D | -1.3% | -3.4% | +2.0% | -0.4% |
| 3M | -21.8% | +5.2% | -27.0% | -24.9% |
| 6M | +6.9% | +3.7% | +3.2% | +3.0% |
| YTD | +77.2% | +15.8% | +61.4% | +63.5% |
| 1Y | +123.2% | +17.4% | +105.9% | +103.3% |
| 3Y | +400.0% | +116.9% | +283.1% | +230.8% |
| 5Y | +342.8% | +117.3% | +225.5% | +188.2% |
| All | +769.5% | +193.1% | +576.4% | +360.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling