+123.2%
GLW vs ADI
+50.9%
+72.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.0% |
| 7D | +3.8% | +0.4% | +3.3% | +3.4% |
| 30D | -1.3% | -3.8% | +2.4% | +3.2% |
| 3M | -21.8% | -15.3% | -6.6% | -6.9% |
| 6M | +6.9% | +6.7% | +0.2% | +7.0% |
| YTD | +77.2% | +34.8% | +42.4% | +60.5% |
| 1Y | +123.2% | +49.0% | +74.2% | +86.1% |
| All | +123.2% | +50.9% | +72.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling