+1,014.4%
GLW vs W
+176.2%
+838.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.3% |
| 7D | +3.8% | -4.2% | +7.9% | +4.3% |
| 30D | -1.3% | -7.6% | +6.2% | -0.4% |
| 3M | -21.8% | +37.2% | -59.0% | -25.4% |
| 6M | +6.9% | +26.3% | -19.4% | +2.6% |
| YTD | +77.2% | -1.0% | +78.1% | +74.5% |
| 1Y | +123.2% | +20.1% | +103.2% | +112.8% |
| 3Y | +400.0% | +37.8% | +362.2% | +341.8% |
| 5Y | +342.8% | -63.7% | +406.5% | +317.3% |
| 10Y | +771.4% | +156.3% | +615.1% | +486.6% |
| All | +1,014.4% | +176.2% | +838.2% | +642.0% |
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 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