+338.2%
GLW vs XYZ
+66.0%
+272.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.4% | -4.9% |
| 7D | +7.5% | -1.1% | +8.5% | +7.7% |
| 30D | -19.0% | +11.5% | -30.5% | -20.4% |
| 3M | -27.9% | +1.8% | -29.7% | -28.2% |
| 6M | -44.6% | +21.2% | -65.8% | -46.6% |
| YTD | +31.0% | +29.9% | +1.0% | +23.7% |
| 1Y | +39.7% | +35.8% | +4.0% | +30.6% |
| 3Y | +338.2% | +62.6% | +275.6% | +272.5% |
| All | +338.2% | +66.0% | +272.2% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling