+663.1%
GLW vs ACI
+21.8%
+641.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.3% | +10.8% | +7.5% |
| 7D | +14.0% | -2.6% | +16.6% | +14.0% |
| 30D | +0.4% | +1.1% | -0.7% | +0.3% |
| 3M | -11.3% | -23.6% | +12.3% | -10.8% |
| 6M | +35.1% | -29.9% | +65.0% | +36.3% |
| YTD | +90.5% | -26.9% | +117.4% | +91.3% |
| 1Y | +132.0% | -34.2% | +166.3% | +135.0% |
| 3Y | +463.3% | -43.6% | +506.9% | +476.9% |
| 5Y | +382.5% | -42.4% | +424.9% | +388.0% |
| All | +663.1% | +21.8% | +641.3% | +627.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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