+246.8%
GLW vs PM
+158.9%
+87.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +7.3% |
| 7D | +1.4% | -7.1% | +8.5% | +2.1% |
| 30D | -18.2% | -2.8% | -15.4% | -18.0% |
| 3M | -24.2% | +6.3% | -30.5% | -24.8% |
| 6M | -41.7% | +9.6% | -51.4% | -43.0% |
| YTD | +38.3% | +25.6% | +12.7% | +31.4% |
| 1Y | +38.2% | +29.7% | +8.5% | +30.4% |
| 3Y | +363.4% | +147.6% | +215.8% | +238.6% |
| All | +246.8% | +158.9% | +87.9% | +148.5% |
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 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