+123.2%
GLW vs SO
-1.3%
+124.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.5% |
| 7D | +3.8% | -0.2% | +3.9% | +3.7% |
| 30D | -1.3% | -4.6% | +3.2% | -2.8% |
| 3M | -21.8% | -3.0% | -18.8% | -23.2% |
| 6M | +6.9% | -8.3% | +15.1% | +4.2% |
| YTD | +77.2% | +3.5% | +73.6% | +75.2% |
| 1Y | +123.2% | -0.9% | +124.2% | +117.1% |
| All | +123.2% | -1.3% | +124.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling