+40.6%
GLW vs S
+36.5%
+4.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.5% | -5.7% |
| 7D | -9.5% | -8.2% | -1.3% | -9.9% |
| 30D | -25.5% | -7.6% | -17.8% | -26.0% |
| 3M | -25.6% | +12.0% | -37.5% | -23.6% |
| 6M | -25.5% | +50.6% | -76.1% | -21.6% |
| YTD | +36.4% | +56.6% | -20.2% | +46.7% |
| 1Y | +40.6% | +39.2% | +1.4% | +52.5% |
| All | +40.6% | +36.5% | +4.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling