+34.0%
GLW vs IRE
-98.1%
+132.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.4% | +10.1% | -2.2% |
| 7D | +7.7% | -31.8% | +39.6% | +13.3% |
| 30D | -18.8% | -71.8% | +52.9% | -6.6% |
| 3M | -27.7% | -88.9% | +61.2% | -7.6% |
| 6M | -44.4% | -95.4% | +50.9% | -26.0% |
| YTD | +31.3% | -94.2% | +125.5% | +61.1% |
| 1Y | +40.0% | -97.1% | +137.1% | +76.5% |
| All | +34.0% | -98.1% | +132.2% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling