+9.0%
MSFT vs GLW
+40.1%
-31.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.8% | +12.5% | +6.6% |
| 7D | +4.7% | -9.5% | +14.1% | +4.5% |
| 30D | +5.8% | -25.5% | +31.3% | +5.3% |
| 3M | +13.0% | -25.6% | +38.6% | +12.4% |
| 6M | +34.9% | -25.5% | +60.4% | +30.7% |
| YTD | +15.7% | +36.4% | -20.7% | +4.6% |
| 1Y | +9.0% | +40.6% | -31.6% | -2.7% |
| All | +9.0% | +40.1% | -31.2% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling