+21.8%
GLW vs IRE
-98.3%
+120.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +39.6% | -37.0% | -3.3% |
| 7D | -13.9% | -27.2% | +13.2% | -11.8% |
| 30D | -35.0% | -75.1% | +40.1% | -23.5% |
| 3M | -32.4% | -77.9% | +45.5% | -20.5% |
| 6M | -41.3% | -94.6% | +53.2% | -23.1% |
| YTD | +21.8% | -91.5% | +113.4% | +42.4% |
| 1Y | +21.8% | -97.8% | +119.7% | +57.7% |
| All | +21.8% | -98.3% | +120.2% | +57.7% |
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