+526.0%
GLW vs IJR
+151.4%
+374.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.2% | +5.6% | +5.8% |
| 30D | -18.8% | +3.8% | -22.7% | -21.3% |
| 3M | -27.7% | -5.7% | -22.0% | -23.2% |
| 6M | -44.4% | +4.6% | -49.1% | -45.7% |
| YTD | +31.3% | +18.0% | +13.3% | +16.3% |
| 1Y | +40.0% | +21.8% | +18.3% | +20.8% |
| 3Y | +339.2% | +61.1% | +278.2% | +189.3% |
| 5Y | +229.2% | +27.3% | +201.8% | +165.8% |
| All | +526.0% | +151.4% | +374.6% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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