+31.4%
GLW vs IRE
-97.7%
+129.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.8% | +12.5% | -1.0% |
| 7D | -11.1% | -41.9% | +30.8% | -5.8% |
| 30D | -28.4% | -75.1% | +46.6% | -16.5% |
| 3M | -28.8% | -82.4% | +53.6% | -14.4% |
| 6M | -39.8% | -95.5% | +55.7% | -20.4% |
| YTD | +28.7% | -93.1% | +121.8% | +54.1% |
| 1Y | +27.7% | -97.8% | +125.5% | +61.8% |
| All | +31.4% | -97.7% | +129.2% | +63.8% |
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