+725.5%
GLW vs XYZ
+634.5%
+91.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | +15.5% | -2.1% | +17.7% | +16.1% |
| 30D | -19.6% | +7.0% | -26.6% | -20.9% |
| 3M | -28.5% | +5.1% | -33.6% | -29.6% |
| 6M | -39.5% | +14.1% | -53.6% | -41.7% |
| YTD | +37.2% | +26.4% | +10.8% | +27.9% |
| 1Y | +35.4% | +25.1% | +10.4% | +26.4% |
| 3Y | +359.7% | +59.7% | +300.0% | +288.6% |
| 5Y | +244.0% | -63.8% | +307.8% | +264.5% |
| 10Y | +556.7% | +592.4% | -35.7% | +285.9% |
| All | +725.5% | +634.5% | +91.1% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling