-5.3%
GLW vs XE
-36.4%
+31.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +8.1% | -0.6% | +5.5% |
| 7D | +14.0% | +4.0% | +10.0% | +12.9% |
| 30D | +0.4% | -15.5% | +15.8% | +4.1% |
| 3M | -11.3% | -14.6% | +3.2% | -10.5% |
| All | -5.3% | -36.4% | +31.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · Available span rolling