+609.5%
GLW vs ACI
+25.9%
+583.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -1.3% | +5.9% | -7.3% | -1.3% |
| 3M | -21.8% | -19.8% | -2.0% | -21.4% |
| 6M | +6.9% | -24.7% | +31.6% | +7.5% |
| YTD | +77.2% | -24.4% | +101.5% | +77.9% |
| 1Y | +123.2% | -31.5% | +154.7% | +125.9% |
| 3Y | +400.0% | -38.7% | +438.7% | +409.5% |
| 5Y | +342.8% | -42.8% | +385.6% | +348.9% |
| All | +609.5% | +25.9% | +583.6% | +576.4% |
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