+235.8%
GLW vs S
-48.3%
+284.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.3% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | -18.2% | -7.3% | -10.9% | -17.6% |
| 3M | -24.2% | +5.9% | -30.1% | -24.8% |
| 6M | -41.7% | +45.6% | -87.3% | -44.2% |
| YTD | +38.3% | +58.5% | -20.2% | +30.4% |
| 1Y | +38.2% | +37.6% | +0.6% | +32.2% |
| 3Y | +363.4% | +51.7% | +311.7% | +330.0% |
| 5Y | +254.6% | -67.5% | +322.1% | +240.8% |
| All | +235.8% | -48.3% | +284.1% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling