+21.8%
GLW vs ALC
+2.0%
+19.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +1.6% |
| 7D | -13.9% | +4.9% | -18.8% | -11.6% |
| 30D | -35.0% | +19.0% | -53.9% | -28.9% |
| 3M | -32.4% | +7.8% | -40.1% | -28.8% |
| 6M | -41.3% | +14.6% | -55.9% | -36.5% |
| YTD | +21.8% | -4.4% | +26.3% | +32.4% |
| 1Y | +21.8% | +1.4% | +20.5% | +29.1% |
| All | +21.8% | +2.0% | +19.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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