+886.2%
GLW vs AR
-32.8%
+919.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.6% |
| 7D | -19.7% | -11.7% | -8.0% | -18.4% |
| 30D | -38.8% | +1.8% | -40.6% | -39.0% |
| 3M | -33.9% | +6.0% | -39.8% | -34.6% |
| 6M | -36.0% | -7.0% | -28.9% | -35.8% |
| YTD | +18.7% | +5.6% | +13.2% | +16.2% |
| 1Y | +19.8% | +10.8% | +9.0% | +16.3% |
| 3Y | +294.3% | +19.3% | +275.0% | +274.1% |
| 5Y | +205.7% | +73.3% | +132.4% | +168.5% |
| 10Y | +493.8% | +47.6% | +446.2% | +369.4% |
| All | +886.2% | -32.8% | +919.0% | +747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling