+478.1%
GLW vs IJR
+52.6%
+425.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.5% |
| 7D | +16.9% | -1.1% | +18.0% | +18.1% |
| 30D | +7.0% | -3.6% | +10.6% | +10.8% |
| 3M | -3.0% | +2.3% | -5.3% | -4.0% |
| 6M | +31.0% | +14.3% | +16.6% | +19.0% |
| YTD | +93.4% | +19.3% | +74.1% | +70.9% |
| 1Y | +134.7% | +22.6% | +112.1% | +103.7% |
| All | +478.1% | +52.6% | +425.5% | +319.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling