+1,113.2%
GLW vs PSX
+1,129.4%
-16.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.0% | +6.3% | +8.3% |
| 7D | -5.9% | -8.0% | +2.1% | -3.1% |
| 30D | -26.0% | -9.0% | -17.0% | -23.7% |
| 3M | -29.9% | +24.7% | -54.6% | -35.1% |
| 6M | -37.8% | +49.3% | -87.1% | -46.1% |
| YTD | +33.1% | +100.2% | -67.1% | +2.6% |
| 1Y | +36.8% | +88.8% | -52.0% | +7.5% |
| 3Y | +356.1% | +152.5% | +203.6% | +211.8% |
| 5Y | +243.8% | +283.2% | -39.4% | +93.4% |
| 10Y | +542.4% | +345.8% | +196.6% | +214.9% |
| All | +1,113.2% | +1,129.4% | -16.1% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling