+433.1%
GLW vs ACI
+31.1%
+402.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.3% | +9.3% |
| 7D | -5.9% | -5.9% | 0.0% | -6.1% |
| 30D | -26.0% | +7.2% | -33.2% | -25.8% |
| 3M | -29.9% | +8.8% | -38.7% | -29.7% |
| 6M | -37.8% | -17.2% | -20.6% | -37.3% |
| YTD | +33.1% | -21.3% | +54.4% | +34.1% |
| 1Y | +36.8% | -23.7% | +60.6% | +38.1% |
| 3Y | +356.1% | -32.8% | +388.9% | +363.7% |
| 5Y | +243.8% | -41.4% | +285.2% | +250.3% |
| All | +433.1% | +31.1% | +402.0% | +409.7% |
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