+362.7%
GLW vs PM
+147.1%
+215.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +7.5% |
| 7D | +1.4% | -7.1% | +8.5% | +0.8% |
| 30D | -18.2% | -2.8% | -15.4% | -18.2% |
| 3M | -24.2% | +6.3% | -30.5% | -23.6% |
| 6M | -41.7% | +9.6% | -51.4% | -41.5% |
| YTD | +38.3% | +25.6% | +12.7% | +37.7% |
| 1Y | +38.2% | +29.7% | +8.5% | +37.6% |
| All | +362.7% | +147.1% | +215.6% | +307.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling