+330.1%
GLW vs S
-56.8%
+386.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +3.8% | -7.7% | +11.5% | +4.6% |
| 30D | -1.3% | -5.3% | +4.0% | -1.1% |
| 3M | -21.8% | +20.3% | -42.1% | -23.5% |
| 6M | +6.9% | +47.4% | -40.5% | +1.7% |
| YTD | +77.2% | +32.5% | +44.6% | +70.1% |
| 1Y | +123.2% | +9.5% | +113.7% | +118.4% |
| 3Y | +400.0% | +15.5% | +384.5% | +376.3% |
| 5Y | +342.8% | -71.2% | +414.0% | +331.7% |
| All | +330.1% | -56.8% | +386.9% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling