+307.7%
GLW vs ACI
-35.7%
+343.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +1.8% |
| 7D | -13.9% | -2.2% | -11.7% | -14.3% |
| 30D | -35.0% | +10.3% | -45.3% | -33.1% |
| 3M | -32.4% | +7.2% | -39.5% | -30.6% |
| 6M | -41.3% | -18.0% | -23.3% | -41.4% |
| YTD | +21.8% | -22.0% | +43.8% | +21.1% |
| 1Y | +21.8% | -23.4% | +45.2% | +21.1% |
| 3Y | +307.7% | -35.8% | +343.5% | +313.5% |
| All | +307.7% | -35.7% | +343.4% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling