+232.7%
GLW vs ACI
-42.9%
+275.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.4% |
| 7D | +7.7% | +2.3% | +5.5% | +7.9% |
| 30D | -18.8% | +1.2% | -20.1% | -18.7% |
| 3M | -27.7% | +6.8% | -34.5% | -27.2% |
| 6M | -44.4% | -18.7% | -25.7% | -43.8% |
| YTD | +31.3% | -20.2% | +51.5% | +32.5% |
| 1Y | +40.0% | -23.7% | +63.8% | +42.0% |
| 3Y | +339.2% | -31.6% | +370.9% | +348.4% |
| All | +232.7% | -42.9% | +275.7% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling