+27.7%
GLW vs AR
+9.7%
+18.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +6.6% |
| 7D | -11.1% | -5.8% | -5.3% | -12.7% |
| 30D | -28.4% | +4.8% | -33.3% | -27.2% |
| 3M | -28.8% | +1.5% | -30.3% | -28.0% |
| 6M | -39.8% | +4.7% | -44.5% | -38.0% |
| YTD | +28.7% | +9.2% | +19.5% | +28.6% |
| 1Y | +27.7% | +11.2% | +16.6% | +26.6% |
| All | +27.7% | +9.7% | +18.0% | +26.6% |
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