+123.2%
GLW vs PSX
+101.0%
+22.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | +3.8% | +4.5% | -0.8% | +4.8% |
| 30D | -1.3% | +26.6% | -28.0% | +3.8% |
| 3M | -21.8% | +39.3% | -61.1% | -15.6% |
| 6M | +6.9% | +56.8% | -49.9% | +16.8% |
| YTD | +77.2% | +101.8% | -24.7% | +92.0% |
| 1Y | +123.2% | +99.6% | +23.6% | +145.2% |
| All | +123.2% | +101.0% | +22.2% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling