+1,073.3%
GLW vs PSX
+1,118.1%
-44.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -11.1% | -7.8% | -3.3% | -8.5% |
| 30D | -28.4% | -9.9% | -18.6% | -26.0% |
| 3M | -28.8% | +16.9% | -45.7% | -32.5% |
| 6M | -39.8% | +48.0% | -87.8% | -47.8% |
| YTD | +28.7% | +98.3% | -69.6% | -0.5% |
| 1Y | +27.7% | +86.2% | -58.5% | +0.8% |
| 3Y | +331.3% | +144.0% | +187.4% | +198.5% |
| 5Y | +233.4% | +287.7% | -54.3% | +86.7% |
| 10Y | +521.8% | +338.3% | +183.5% | +206.5% |
| All | +1,073.3% | +1,118.1% | -44.8% | +348.2% |
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 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