+249.8%
GLW vs ARM
+197.2%
+52.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -13.1% | +0.2% | -9.4% |
| 7D | -19.7% | -27.1% | +7.4% | -12.6% |
| 30D | -38.8% | -44.9% | +6.1% | -28.3% |
| 3M | -33.9% | -39.3% | +5.4% | -24.6% |
| 6M | -36.0% | -20.2% | -15.8% | -31.2% |
| YTD | +18.7% | +52.5% | -33.8% | +13.6% |
| 1Y | +19.8% | +4.1% | +15.7% | +21.5% |
| 3Y | +294.3% | +211.7% | +82.6% | +253.1% |
| All | +249.8% | +197.2% | +52.7% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling