+32.1%
GLW vs PM
+31.5%
+0.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.7% | +8.6% |
| 7D | -5.9% | -7.3% | +1.4% | -7.6% |
| 30D | -26.0% | -4.0% | -22.0% | -26.3% |
| 3M | -29.9% | +2.7% | -32.6% | -28.6% |
| 6M | -37.8% | +14.9% | -52.6% | -38.7% |
| YTD | +33.1% | +23.5% | +9.6% | +38.2% |
| All | +32.1% | +31.5% | +0.6% | +40.5% |
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