+542.4%
GLW vs IRM
+480.4%
+62.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.1% | +5.2% | +7.2% |
| 7D | -5.9% | -3.8% | -2.1% | -3.7% |
| 30D | -26.0% | -3.2% | -22.8% | -24.4% |
| 3M | -29.9% | -7.8% | -22.1% | -26.4% |
| 6M | -37.8% | -12.7% | -25.1% | -32.6% |
| YTD | +33.1% | +36.7% | -3.6% | +17.9% |
| 1Y | +36.8% | +10.0% | +26.8% | +33.3% |
| 3Y | +356.1% | +107.2% | +248.9% | +223.3% |
| 5Y | +243.8% | +181.6% | +62.2% | +106.1% |
| 10Y | +542.4% | +481.1% | +61.2% | +159.1% |
| All | +542.4% | +480.4% | +62.0% | +159.1% |
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