+342.1%
GLW vs XYZ
-69.4%
+411.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | +3.8% | -1.0% | +4.7% | +3.9% |
| 30D | -1.3% | -1.7% | +0.4% | -1.3% |
| 3M | -21.8% | +16.7% | -38.5% | -24.2% |
| 6M | +6.9% | +26.9% | -20.0% | +1.6% |
| YTD | +77.2% | +27.1% | +50.0% | +67.0% |
| 1Y | +123.2% | +9.3% | +114.0% | +115.8% |
| 3Y | +400.0% | +42.3% | +357.7% | +339.5% |
| All | +342.1% | -69.4% | +411.5% | +341.5% |
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 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