+276.1%
GLW vs ALC
+31.8%
+244.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.3% |
| 7D | -13.9% | +4.9% | -18.8% | -15.5% |
| 30D | -35.0% | +19.0% | -53.9% | -39.1% |
| 3M | -32.4% | +7.8% | -40.1% | -34.8% |
| 6M | -41.3% | +14.6% | -55.9% | -45.6% |
| YTD | +21.8% | -4.4% | +26.3% | +20.8% |
| 1Y | +21.8% | +1.4% | +20.5% | +17.3% |
| 3Y | +307.7% | +2.5% | +305.2% | +276.3% |
| 5Y | +213.7% | -10.9% | +224.6% | +205.1% |
| All | +276.1% | +31.8% | +244.3% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling