+212.5%
GLW vs S
-49.1%
+261.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -11.1% | +1.4% | -12.5% | -11.1% |
| 30D | -28.4% | -10.8% | -17.6% | -27.7% |
| 3M | -28.8% | +5.4% | -34.2% | -29.4% |
| 6M | -39.8% | +41.2% | -81.0% | -42.2% |
| YTD | +28.7% | +56.2% | -27.5% | +21.5% |
| 1Y | +27.7% | +36.3% | -8.6% | +22.3% |
| 3Y | +331.3% | +49.4% | +281.9% | +300.8% |
| 5Y | +233.4% | -66.9% | +300.3% | +221.1% |
| All | +212.5% | -49.1% | +261.6% | +208.6% |
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