+223.2%
GLW vs S
-48.9%
+272.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.0% | +1.2% | +8.5% |
| 7D | -5.9% | +1.6% | -7.4% | -5.9% |
| 30D | -26.0% | -10.5% | -15.5% | -25.2% |
| 3M | -29.9% | +9.9% | -39.8% | -30.8% |
| 6M | -37.8% | +41.8% | -79.5% | -40.3% |
| YTD | +33.1% | +56.8% | -23.7% | +25.6% |
| 1Y | +36.8% | +39.0% | -2.2% | +30.7% |
| 3Y | +356.1% | +53.8% | +302.3% | +322.6% |
| 5Y | +243.8% | -68.6% | +312.4% | +230.7% |
| All | +223.2% | -48.9% | +272.1% | +219.0% |
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