+339.2%
GLW vs ADM
+11.2%
+328.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.5% |
| 7D | +7.7% | +4.2% | +3.6% | +7.4% |
| 30D | -18.8% | -12.8% | -6.0% | -18.1% |
| 3M | -27.7% | -8.5% | -19.3% | -27.4% |
| 6M | -44.4% | -10.9% | -33.5% | -44.1% |
| YTD | +31.3% | +29.4% | +1.9% | +27.1% |
| 1Y | +40.0% | +27.5% | +12.5% | +35.7% |
| 3Y | +339.2% | +10.3% | +328.9% | +332.0% |
| All | +339.2% | +11.2% | +328.0% | +332.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling