+35.9%
GLW vs IRE
-97.3%
+133.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.5% | +11.7% | +9.6% |
| 7D | -5.9% | -15.5% | +9.6% | -5.4% |
| 30D | -26.0% | -70.4% | +44.4% | -15.6% |
| 3M | -29.9% | -81.6% | +51.7% | -16.3% |
| 6M | -37.8% | -94.7% | +56.9% | -19.5% |
| YTD | +33.1% | -91.8% | +124.9% | +55.8% |
| 1Y | +36.8% | -97.6% | +134.4% | +70.2% |
| All | +35.9% | -97.3% | +133.2% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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