+867.9%
GLW vs PSX
+377.2%
+490.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +16.9% | +1.8% | +15.0% | +16.2% |
| 30D | +7.0% | +21.6% | -14.7% | +0.3% |
| 3M | -3.0% | +46.5% | -49.4% | -15.1% |
| 6M | +31.0% | +62.0% | -31.0% | +9.7% |
| YTD | +93.4% | +106.3% | -12.9% | +47.7% |
| 1Y | +134.7% | +103.0% | +31.8% | +79.7% |
| 3Y | +471.8% | +135.5% | +336.3% | +299.2% |
| 5Y | +394.5% | +368.5% | +25.9% | +151.2% |
| 10Y | +867.9% | +386.6% | +481.4% | +347.9% |
| All | +867.9% | +377.2% | +490.7% | +347.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling