+356.1%
GLW vs PSX
+149.8%
+206.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.0% | +6.3% | +8.9% |
| 7D | -5.9% | -8.0% | +2.1% | -5.1% |
| 30D | -26.0% | -9.0% | -17.0% | -25.3% |
| 3M | -29.9% | +24.7% | -54.6% | -31.3% |
| 6M | -37.8% | +49.3% | -87.1% | -40.4% |
| YTD | +33.1% | +100.2% | -67.1% | +19.3% |
| 1Y | +36.8% | +88.8% | -52.0% | +24.2% |
| 3Y | +356.1% | +152.5% | +203.6% | +256.8% |
| All | +356.1% | +149.8% | +206.3% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling