+212.6%
GLW vs SO
+75.0%
+137.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -13.9% | -1.5% | -12.5% | -13.8% |
| 30D | -35.0% | +8.1% | -43.1% | -35.8% |
| 3M | -32.4% | +0.2% | -32.6% | -32.5% |
| 6M | -41.3% | +0.4% | -41.7% | -41.7% |
| YTD | +21.8% | +8.5% | +13.4% | +19.0% |
| 1Y | +21.8% | +4.9% | +16.9% | +19.8% |
| 3Y | +307.7% | +47.9% | +259.8% | +253.2% |
| All | +212.6% | +75.0% | +137.6% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling