+3,273.8%
GLW vs ADI
+39,235.6%
-35,961.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -11.1% | -6.3% | -4.8% | -8.3% |
| 30D | -28.4% | -3.2% | -25.3% | -27.1% |
| 3M | -28.8% | +2.8% | -31.5% | -28.8% |
| 6M | -39.8% | -5.0% | -34.8% | -37.1% |
| YTD | +28.7% | +46.3% | -17.6% | +13.8% |
| 1Y | +27.7% | +71.6% | -43.9% | +6.1% |
| 3Y | +331.3% | +139.2% | +192.2% | +206.3% |
| 5Y | +233.4% | +136.4% | +97.0% | +134.2% |
| 10Y | +521.8% | +636.2% | -114.5% | +180.0% |
| All | +3,273.8% | +39,235.6% | -35,961.8% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling