+330.7%
GLW vs ACM
-8.9%
+339.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -11.1% | +6.6% | -17.7% | -12.3% |
| 30D | -28.4% | +19.8% | -48.2% | -31.2% |
| 3M | -28.8% | -3.1% | -25.7% | -28.2% |
| 6M | -39.8% | -11.5% | -28.3% | -37.5% |
| YTD | +28.7% | -24.7% | +53.4% | +40.2% |
| 1Y | +27.7% | -45.1% | +72.8% | +60.1% |
| All | +330.7% | -8.9% | +339.7% | +324.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling