+767.2%
GLW vs PR
+109.1%
+658.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.8% |
| 7D | +3.8% | +2.9% | +0.9% | +3.5% |
| 30D | -1.3% | +18.0% | -19.4% | -2.6% |
| 3M | -21.8% | +16.9% | -38.7% | -22.8% |
| 6M | +6.9% | +28.2% | -21.3% | +4.4% |
| YTD | +77.2% | +69.3% | +7.8% | +69.3% |
| 1Y | +123.2% | +69.5% | +53.7% | +113.1% |
| 3Y | +400.0% | +81.7% | +318.3% | +371.6% |
| 5Y | +342.8% | +422.2% | -79.4% | +285.6% |
| All | +767.2% | +109.1% | +658.1% | +788.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling