+542.4%
GLW vs W
+268.4%
+274.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.7% | +8.6% |
| 7D | -5.9% | +3.3% | -9.2% | -6.4% |
| 30D | -26.0% | +10.5% | -36.5% | -27.1% |
| 3M | -29.9% | +9.6% | -39.5% | -31.0% |
| 6M | -37.8% | +76.4% | -114.1% | -43.3% |
| YTD | +33.1% | +16.4% | +16.7% | +27.5% |
| 1Y | +36.8% | +9.3% | +27.5% | +32.0% |
| 3Y | +356.1% | +172.8% | +183.3% | +263.1% |
| 5Y | +243.8% | -53.4% | +297.2% | +213.2% |
| 10Y | +542.4% | +243.6% | +298.8% | +296.4% |
| All | +542.4% | +268.4% | +274.0% | +296.4% |
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