+868.6%
MSFT vs GLW
+839.7%
+28.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.7% | -3.2% |
| 7D | -1.4% | +14.0% | -15.4% | -5.1% |
| 30D | -1.0% | +0.4% | -1.4% | -1.8% |
| 3M | +20.2% | -11.3% | +31.5% | +18.2% |
| 6M | +21.3% | +35.1% | -13.8% | -2.5% |
| YTD | +2.8% | +90.5% | -87.8% | -30.5% |
| 1Y | 0.0% | +132.0% | -132.1% | -38.8% |
| 3Y | +51.2% | +463.3% | -412.1% | -40.9% |
| 5Y | +71.4% | +382.5% | -311.1% | -29.0% |
| 10Y | +868.6% | +837.6% | +31.0% | +155.3% |
| All | +868.6% | +839.7% | +28.9% | +155.3% |
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