+24.4%
GLW vs IRE
-97.2%
+121.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +39.6% | -37.0% | -3.0% |
| 7D | -13.9% | -27.2% | +13.2% | -11.9% |
| 30D | -35.0% | -75.1% | +40.1% | -24.2% |
| 3M | -32.4% | -77.9% | +45.5% | -21.2% |
| 6M | -41.3% | -94.6% | +53.2% | -24.5% |
| YTD | +21.8% | -91.5% | +113.4% | +42.1% |
| 1Y | +21.8% | -97.8% | +119.7% | +52.5% |
| All | +24.4% | -97.2% | +121.6% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling