+542.4%
GLW vs PM
+228.8%
+313.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.7% | +10.0% |
| 7D | -5.9% | -7.3% | +1.4% | -3.5% |
| 30D | -26.0% | -4.0% | -22.0% | -25.2% |
| 3M | -29.9% | +2.7% | -32.6% | -31.1% |
| 6M | -37.8% | +14.9% | -52.6% | -42.4% |
| YTD | +33.1% | +23.5% | +9.6% | +19.4% |
| 1Y | +36.8% | +30.4% | +6.5% | +19.8% |
| 3Y | +356.1% | +143.2% | +212.9% | +186.1% |
| 5Y | +243.8% | +159.5% | +84.3% | +105.0% |
| 10Y | +542.4% | +234.7% | +307.7% | +227.9% |
| All | +542.4% | +228.8% | +313.6% | +227.9% |
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