+342.1%
GLW vs PM
+119.0%
+223.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +5.9% |
| 7D | +3.8% | -4.9% | +8.6% | +4.4% |
| 30D | -1.3% | -3.4% | +2.0% | -1.0% |
| 3M | -21.8% | +5.2% | -27.0% | -23.6% |
| 6M | +6.9% | +3.7% | +3.2% | +4.6% |
| YTD | +77.2% | +15.8% | +61.4% | +69.5% |
| 1Y | +123.2% | +17.4% | +105.9% | +112.3% |
| 3Y | +400.0% | +116.9% | +283.1% | +273.4% |
| All | +342.1% | +119.0% | +223.2% | +228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling