+362.7%
GLW vs ALC
+2.0%
+360.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +7.4% |
| 7D | +1.4% | -6.3% | +7.7% | +1.4% |
| 30D | -18.2% | +12.6% | -30.8% | -18.4% |
| 3M | -24.2% | -3.8% | -20.4% | -23.6% |
| 6M | -41.7% | +16.8% | -58.6% | -43.0% |
| YTD | +38.3% | -7.6% | +45.9% | +41.7% |
| 1Y | +38.2% | -5.9% | +44.1% | +40.6% |
| All | +362.7% | +2.0% | +360.7% | +365.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling