0.0%
MSFT vs GLW
+134.2%
-134.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.7% | -1.0% |
| 7D | -1.4% | +14.0% | -15.4% | -1.2% |
| 30D | -1.0% | +0.4% | -1.4% | -1.0% |
| 3M | +20.2% | -11.3% | +31.5% | +17.7% |
| 6M | +21.3% | +35.1% | -13.8% | +15.6% |
| YTD | +2.8% | +90.5% | -87.8% | -6.7% |
| 1Y | 0.0% | +132.0% | -132.1% | -11.7% |
| All | 0.0% | +134.2% | -134.2% | -11.7% |
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