+732.2%
GLW vs XYZ
+665.4%
+66.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -18.2% | +11.6% | -29.8% | -20.2% |
| 3M | -24.2% | +8.4% | -32.6% | -25.9% |
| 6M | -41.7% | +17.2% | -58.9% | -44.1% |
| YTD | +38.3% | +31.7% | +6.6% | +27.9% |
| 1Y | +38.2% | +30.1% | +8.1% | +28.0% |
| 3Y | +363.4% | +66.4% | +296.9% | +288.6% |
| 5Y | +254.6% | -62.2% | +316.7% | +272.4% |
| 10Y | +562.0% | +621.5% | -59.6% | +285.9% |
| All | +732.2% | +665.4% | +66.8% | +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