+73.5%
MSFT vs GLW
+345.9%
-272.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.9% |
| 7D | -2.7% | +3.8% | -6.5% | -3.3% |
| 30D | +2.7% | -1.3% | +4.1% | +2.5% |
| 3M | +17.0% | -21.8% | +38.8% | +17.6% |
| 6M | +23.8% | +6.9% | +16.9% | +12.1% |
| YTD | +4.0% | +77.2% | -73.2% | -21.9% |
| 1Y | -0.8% | +123.2% | -124.1% | -32.6% |
| 3Y | +55.6% | +400.0% | -344.4% | -26.6% |
| All | +73.5% | +345.9% | -272.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling