+111.9%
INTC vs GLW
+526.2%
-414.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | +0.1% |
| 7D | +6.0% | +7.7% | -1.7% | +1.3% |
| 30D | -39.2% | -18.8% | -20.4% | -30.5% |
| 3M | -42.9% | -27.7% | -15.2% | -30.9% |
| 6M | -50.4% | -44.4% | -6.0% | -32.1% |
| YTD | +61.7% | +31.3% | +30.4% | +28.2% |
| 1Y | +66.1% | +40.0% | +26.1% | +26.1% |
| 3Y | +58.1% | +339.2% | -281.1% | -41.9% |
| 5Y | +27.9% | +229.2% | -201.3% | -44.8% |
| All | +111.9% | +526.2% | -414.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling