+40.0%
GLW vs AR
+11.3%
+28.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | +7.4% | +0.4% | +9.5% |
| 30D | -18.8% | +5.8% | -24.6% | -17.4% |
| 3M | -27.7% | +5.2% | -33.0% | -26.2% |
| 6M | -44.4% | +5.4% | -49.9% | -42.6% |
| YTD | +31.3% | +12.4% | +18.9% | +32.2% |
| 1Y | +40.0% | +12.8% | +27.2% | +40.8% |
| All | +40.0% | +11.3% | +28.7% | +40.8% |
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