+526.0%
GLW vs AR
+57.4%
+468.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | +7.4% | +0.4% | +6.8% |
| 30D | -18.8% | +5.8% | -24.6% | -19.4% |
| 3M | -27.7% | +5.2% | -33.0% | -28.4% |
| 6M | -44.4% | +5.4% | -49.9% | -45.2% |
| YTD | +31.3% | +12.4% | +18.9% | +27.5% |
| 1Y | +40.0% | +12.8% | +27.2% | +35.9% |
| 3Y | +339.2% | +47.2% | +292.0% | +306.2% |
| 5Y | +229.2% | +101.1% | +128.0% | +184.9% |
| All | +526.0% | +57.4% | +468.6% | +400.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling