+837.6%
GLW vs SO
+156.9%
+680.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +7.1% |
| 7D | +14.0% | +1.0% | +13.0% | +13.5% |
| 30D | +0.4% | -3.2% | +3.6% | +1.7% |
| 3M | -11.3% | -1.7% | -9.6% | -11.4% |
| 6M | +35.1% | -7.2% | +42.3% | +38.2% |
| YTD | +90.5% | +4.6% | +86.0% | +84.5% |
| 1Y | +132.0% | +1.2% | +130.8% | +127.3% |
| 3Y | +463.3% | +45.3% | +418.0% | +349.6% |
| 5Y | +382.5% | +58.7% | +323.8% | +260.4% |
| 10Y | +837.6% | +155.9% | +681.8% | +522.3% |
| All | +837.6% | +156.9% | +680.8% | +522.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling