+867.9%
GLW vs XYZ
+580.4%
+287.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +16.9% | -3.7% | +20.6% | +17.7% |
| 30D | +7.0% | +0.5% | +6.5% | +6.5% |
| 3M | -3.0% | +16.3% | -19.2% | -6.6% |
| 6M | +31.0% | +21.1% | +9.8% | +24.5% |
| YTD | +93.4% | +22.0% | +71.4% | +81.6% |
| 1Y | +134.7% | +5.2% | +129.6% | +126.8% |
| 3Y | +471.8% | +49.6% | +422.2% | +384.5% |
| 5Y | +394.5% | -68.4% | +462.9% | +446.5% |
| 10Y | +867.9% | +604.5% | +263.4% | +407.7% |
| All | +867.9% | +580.4% | +287.6% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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