+27.7%
GLW vs ARM
+14.5%
+13.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.0% |
| 7D | -11.1% | -10.4% | -0.7% | -5.9% |
| 30D | -28.4% | -31.8% | +3.4% | -14.0% |
| 3M | -28.8% | -32.2% | +3.5% | -14.8% |
| 6M | -39.8% | -14.9% | -24.9% | -36.6% |
| YTD | +28.7% | +66.0% | -37.3% | -4.7% |
| 1Y | +27.7% | +17.2% | +10.5% | +25.2% |
| All | +27.7% | +14.5% | +13.2% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling