+304.2%
GLW vs ARM
+256.1%
+48.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +15.5% | +19.8% | -4.3% | +10.1% |
| 30D | -19.6% | -21.8% | +2.2% | -14.1% |
| 3M | -28.5% | -26.5% | -2.0% | -22.5% |
| 6M | -39.5% | -3.9% | -35.6% | -38.1% |
| YTD | +37.2% | +82.8% | -45.6% | +25.0% |
| 1Y | +35.4% | +34.3% | +1.1% | +29.5% |
| 3Y | +359.7% | +282.2% | +77.5% | +291.2% |
| All | +304.2% | +256.1% | +48.1% | +246.7% |
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