+554.2%
GLW vs W
+211.1%
+343.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | +15.5% | -1.7% | +17.2% | +15.9% |
| 30D | -19.6% | +3.2% | -22.8% | -20.0% |
| 3M | -28.5% | +8.3% | -36.8% | -29.6% |
| 6M | -39.5% | +84.3% | -123.8% | -45.1% |
| YTD | +37.2% | +11.0% | +26.2% | +32.3% |
| 1Y | +35.4% | -0.2% | +35.6% | +32.3% |
| 3Y | +359.7% | +157.9% | +201.8% | +269.0% |
| 5Y | +244.0% | -56.8% | +300.8% | +217.0% |
| All | +554.2% | +211.1% | +343.0% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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