+410.2%
GLW vs IR
+9.5%
+400.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.1% |
| 7D | +3.8% | -2.8% | +6.6% | +5.2% |
| 30D | -1.3% | -15.1% | +13.8% | +6.5% |
| 3M | -21.8% | +6.1% | -27.9% | -24.5% |
| 6M | +6.9% | -16.8% | +23.7% | +15.3% |
| YTD | +77.2% | -3.5% | +80.7% | +78.7% |
| 1Y | +123.2% | -3.5% | +126.7% | +124.9% |
| All | +410.2% | +9.5% | +400.8% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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