+38.2%
GLW vs IRE
-97.4%
+135.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.1% | -4.7% | +5.6% |
| 7D | +1.4% | -15.1% | +16.6% | +2.3% |
| 30D | -18.2% | -71.4% | +53.2% | -5.6% |
| 3M | -24.2% | -81.2% | +57.0% | -8.9% |
| 6M | -41.7% | -93.7% | +52.0% | -24.1% |
| YTD | +38.3% | -92.2% | +130.5% | +63.3% |
| 1Y | +38.2% | -97.3% | +135.5% | +75.7% |
| All | +38.2% | -97.4% | +135.6% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling