+388.0%
GLW vs ACI
+29.9%
+358.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.5% |
| 7D | -13.9% | -2.2% | -11.7% | -14.0% |
| 30D | -35.0% | +10.3% | -45.3% | -34.8% |
| 3M | -32.4% | +7.2% | -39.5% | -32.2% |
| 6M | -41.3% | -18.0% | -23.3% | -40.9% |
| YTD | +21.8% | -22.0% | +43.8% | +22.7% |
| 1Y | +21.8% | -23.4% | +45.2% | +22.8% |
| 3Y | +307.7% | -35.8% | +343.5% | +315.9% |
| 5Y | +213.7% | -43.7% | +257.4% | +220.0% |
| All | +388.0% | +29.9% | +358.1% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling