+179.4%
INTC vs GLW
+461.7%
-282.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +7.6% | +1.5% | +4.8% |
| 7D | +17.4% | +14.0% | +3.4% | +9.2% |
| 30D | +2.8% | +0.4% | +2.4% | +2.2% |
| 3M | -5.3% | -11.3% | +6.1% | -1.2% |
| 6M | +140.6% | +35.1% | +105.5% | +98.4% |
| YTD | +183.1% | +90.5% | +92.6% | +86.9% |
| 1Y | +326.8% | +132.0% | +194.7% | +147.2% |
| 3Y | +179.4% | +463.3% | -283.9% | -7.7% |
| All | +179.4% | +461.7% | -282.3% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling