+52.3%
MSFT vs GLW
+304.0%
-251.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | +1.7% | -13.9% | +15.6% | +2.5% |
| 30D | +0.2% | -35.0% | +35.1% | +2.5% |
| 3M | +6.4% | -32.4% | +38.7% | +8.2% |
| 6M | +28.7% | -41.3% | +70.0% | +28.3% |
| YTD | +10.4% | +21.8% | -11.4% | -7.0% |
| 1Y | +7.6% | +21.8% | -14.2% | -9.7% |
| 3Y | +52.3% | +307.7% | -255.4% | +3.9% |
| All | +52.3% | +304.0% | -251.7% | +3.9% |
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