+709.8%
GLW vs W
+212.6%
+497.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -2.8% |
| 7D | -11.1% | +1.1% | -12.2% | -11.2% |
| 30D | -28.4% | +6.4% | -34.8% | -29.1% |
| 3M | -28.8% | +9.0% | -37.8% | -29.8% |
| 6M | -39.8% | +69.8% | -109.6% | -44.5% |
| YTD | +28.7% | +12.1% | +16.7% | +24.4% |
| 1Y | +27.7% | 0.0% | +27.7% | +25.0% |
| 3Y | +331.3% | +160.3% | +171.0% | +252.6% |
| 5Y | +233.4% | -53.3% | +286.7% | +203.9% |
| 10Y | +521.8% | +217.0% | +304.8% | +308.8% |
| All | +709.8% | +212.6% | +497.3% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling