+493.9%
GLW vs ACM
+155.0%
+338.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | +5.4% | -19.3% | -16.0% |
| 30D | -35.0% | +15.1% | -50.1% | -39.1% |
| 3M | -32.4% | -10.5% | -21.9% | -29.9% |
| 6M | -41.3% | -19.7% | -21.7% | -36.6% |
| YTD | +21.8% | -28.8% | +50.7% | +37.9% |
| 1Y | +21.8% | -47.9% | +69.7% | +61.0% |
| 3Y | +307.7% | -12.4% | +320.0% | +303.9% |
| 5Y | +213.7% | +0.6% | +213.1% | +184.5% |
| All | +493.9% | +155.0% | +338.9% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling