+307.7%
GLW vs PM
+142.0%
+165.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.5% |
| 7D | -13.9% | -5.2% | -8.7% | -14.3% |
| 30D | -35.0% | +2.7% | -37.7% | -34.6% |
| 3M | -32.4% | +5.2% | -37.6% | -31.8% |
| 6M | -41.3% | +17.0% | -58.3% | -41.7% |
| YTD | +21.8% | +25.5% | -3.7% | +21.3% |
| 1Y | +21.8% | +35.5% | -13.7% | +21.1% |
| 3Y | +307.7% | +143.9% | +163.8% | +257.5% |
| All | +307.7% | +142.0% | +165.6% | +257.5% |
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 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