+195.8%
GLW vs S
-52.7%
+248.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | -13.9% | -13.4% | -0.5% | -12.7% |
| 30D | -35.0% | -14.0% | -21.0% | -34.1% |
| 3M | -32.4% | +4.9% | -37.2% | -32.9% |
| 6M | -41.3% | +42.0% | -83.4% | -43.8% |
| YTD | +21.8% | +45.1% | -23.3% | +15.8% |
| 1Y | +21.8% | +33.1% | -11.2% | +16.8% |
| 3Y | +307.7% | +40.6% | +267.0% | +280.9% |
| 5Y | +213.7% | -67.5% | +281.2% | +204.3% |
| All | +195.8% | -52.7% | +248.5% | +194.1% |
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