+80.9%
GLW vs IRE
-84.4%
+165.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.0% | -8.3% | +3.9% |
| 7D | +3.8% | +54.8% | -51.0% | -2.1% |
| 30D | -1.3% | +18.4% | -19.7% | -4.8% |
| 3M | -21.8% | -66.7% | +44.9% | -16.4% |
| 6M | +6.9% | -52.3% | +59.2% | +5.3% |
| YTD | +77.2% | -52.3% | +129.5% | +70.0% |
| All | +80.9% | -84.4% | +165.3% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling