+362.7%
GLW vs S
+51.7%
+311.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.9% |
| 3M | -24.2% | +5.9% | -30.1% | -24.4% |
| 6M | -41.7% | +45.6% | -87.3% | -43.8% |
| YTD | +38.3% | +58.5% | -20.2% | +31.5% |
| 1Y | +38.2% | +37.6% | +0.6% | +33.9% |
| All | +362.7% | +51.7% | +311.1% | +327.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling