+493.9%
GLW vs SO
+177.2%
+316.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | -13.9% | -1.5% | -12.5% | -13.4% |
| 30D | -35.0% | +8.1% | -43.1% | -37.3% |
| 3M | -32.4% | +0.2% | -32.6% | -32.7% |
| 6M | -41.3% | +0.4% | -41.7% | -42.1% |
| YTD | +21.8% | +8.5% | +13.4% | +15.7% |
| 1Y | +21.8% | +4.9% | +16.9% | +17.4% |
| 3Y | +307.7% | +47.9% | +259.8% | +222.3% |
| 5Y | +213.7% | +75.7% | +138.0% | +121.3% |
| All | +493.9% | +177.2% | +316.7% | +285.3% |
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