+526.0%
GLW vs IRM
+520.0%
+6.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | +7.7% | +6.8% | +1.0% | +4.4% |
| 30D | -18.8% | +2.6% | -21.4% | -19.5% |
| 3M | -27.7% | -9.5% | -18.3% | -23.4% |
| 6M | -44.4% | -8.5% | -36.0% | -41.2% |
| YTD | +31.3% | +40.3% | -9.0% | +14.8% |
| 1Y | +40.0% | +28.7% | +11.4% | +27.2% |
| 3Y | +339.2% | +111.8% | +227.4% | +207.7% |
| 5Y | +229.2% | +189.1% | +40.1% | +94.5% |
| All | +526.0% | +520.0% | +6.0% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling