+123.2%
GLW vs AR
+22.7%
+100.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.5% |
| 7D | +3.8% | +2.5% | +1.3% | +4.3% |
| 30D | -1.3% | +14.8% | -16.1% | +1.5% |
| 3M | -21.8% | +6.2% | -28.0% | -20.1% |
| 6M | +6.9% | +4.3% | +2.6% | +8.7% |
| YTD | +77.2% | +14.4% | +62.8% | +76.8% |
| 1Y | +123.2% | +21.3% | +101.9% | +124.8% |
| All | +123.2% | +22.7% | +100.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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