+254.6%
GLW vs XYZ
-62.9%
+317.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | -18.2% | +11.6% | -29.8% | -19.9% |
| 3M | -24.2% | +8.4% | -32.6% | -25.6% |
| 6M | -41.7% | +17.2% | -58.9% | -43.8% |
| YTD | +38.3% | +31.7% | +6.6% | +29.2% |
| 1Y | +38.2% | +30.1% | +8.1% | +29.3% |
| 3Y | +363.4% | +66.4% | +296.9% | +296.0% |
| 5Y | +254.6% | -62.2% | +316.7% | +238.0% |
| All | +254.6% | -62.9% | +317.5% | +238.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling