+20.9%
GLW vs ACI
-23.9%
+44.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +1.0% |
| 7D | -13.9% | -2.2% | -11.7% | -14.7% |
| 30D | -35.0% | +10.3% | -45.3% | -31.2% |
| 3M | -32.4% | +7.2% | -39.5% | -28.8% |
| 6M | -41.3% | -18.0% | -23.3% | -43.0% |
| YTD | +21.8% | -22.0% | +43.8% | +16.0% |
| All | +20.9% | -23.9% | +44.8% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling