+212.6%
GLW vs ADI
+115.4%
+97.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.2% |
| 7D | -13.9% | -12.8% | -1.1% | -5.9% |
| 30D | -35.0% | -11.3% | -23.6% | -29.6% |
| 3M | -32.4% | -3.4% | -29.0% | -29.9% |
| 6M | -41.3% | -12.0% | -29.3% | -35.0% |
| YTD | +21.8% | +35.3% | -13.4% | +10.5% |
| 1Y | +21.8% | +58.1% | -36.2% | +2.8% |
| 3Y | +307.7% | +127.4% | +180.3% | +176.5% |
| All | +212.6% | +115.4% | +97.2% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling