+259.0%
GLW vs ARM
+211.3%
+47.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.3% |
| 7D | -13.9% | -15.2% | +1.3% | -9.9% |
| 30D | -35.0% | -40.7% | +5.7% | -25.4% |
| 3M | -32.4% | -39.1% | +6.7% | -23.0% |
| 6M | -41.3% | -26.4% | -14.9% | -36.2% |
| YTD | +21.8% | +59.7% | -37.9% | +15.1% |
| 1Y | +21.8% | +10.3% | +11.5% | +21.9% |
| 3Y | +307.7% | +228.9% | +78.8% | +260.2% |
| All | +259.0% | +211.3% | +47.7% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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