+769.5%
GLW vs W
+146.8%
+622.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.3% |
| 7D | +3.8% | -4.2% | +7.9% | +4.4% |
| 30D | -1.3% | -7.6% | +6.2% | -0.3% |
| 3M | -21.8% | +37.2% | -59.0% | -25.8% |
| 6M | +6.9% | +26.3% | -19.4% | +2.2% |
| YTD | +77.2% | -1.0% | +78.1% | +74.2% |
| 1Y | +123.2% | +20.1% | +103.2% | +111.8% |
| 3Y | +400.0% | +37.8% | +362.2% | +336.6% |
| 5Y | +342.8% | -63.7% | +406.5% | +318.8% |
| All | +769.5% | +146.8% | +622.6% | +441.7% |
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