+38.2%
GLW vs ADM
+29.5%
+8.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +7.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -18.2% | -11.8% | -6.4% | -18.2% |
| 3M | -24.2% | -11.3% | -12.9% | -24.4% |
| 6M | -41.7% | -10.0% | -31.7% | -41.8% |
| YTD | +38.3% | +25.9% | +12.4% | +33.5% |
| 1Y | +38.2% | +26.7% | +11.5% | +35.6% |
| All | +38.2% | +29.5% | +8.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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