+382.5%
GLW vs PSX
+349.1%
+33.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +7.3% |
| 7D | +14.0% | +2.8% | +11.2% | +13.4% |
| 30D | +0.4% | +27.8% | -27.4% | -4.4% |
| 3M | -11.3% | +42.0% | -53.4% | -17.5% |
| 6M | +35.1% | +58.1% | -23.0% | +21.9% |
| YTD | +90.5% | +105.0% | -14.5% | +60.3% |
| 1Y | +132.0% | +104.9% | +27.1% | +94.8% |
| 3Y | +463.3% | +134.1% | +329.3% | +339.9% |
| 5Y | +382.5% | +363.8% | +18.7% | +206.9% |
| All | +382.5% | +349.1% | +33.4% | +206.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling