+837.6%
GLW vs ADI
+608.4%
+229.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.4% |
| 7D | +14.0% | +2.4% | +11.6% | +12.4% |
| 30D | +0.4% | -6.6% | +6.9% | +4.8% |
| 3M | -11.3% | -9.8% | -1.5% | -4.2% |
| 6M | +35.1% | +15.7% | +19.4% | +28.0% |
| YTD | +90.5% | +35.1% | +55.4% | +66.0% |
| 1Y | +132.0% | +47.7% | +84.3% | +92.2% |
| 3Y | +463.3% | +114.5% | +348.9% | +259.7% |
| 5Y | +382.5% | +141.2% | +241.3% | +176.8% |
| 10Y | +837.6% | +611.3% | +226.3% | +197.2% |
| All | +837.6% | +608.4% | +229.2% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling