+382.5%
GLW vs IRM
+192.5%
+190.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.2% | +7.9% |
| 7D | +14.0% | +1.6% | +12.4% | +13.1% |
| 30D | +0.4% | -4.2% | +4.5% | +2.6% |
| 3M | -11.3% | -5.4% | -6.0% | -8.8% |
| 6M | +35.1% | +12.0% | +23.0% | +30.1% |
| YTD | +90.5% | +42.0% | +48.5% | +66.6% |
| 1Y | +132.0% | +29.9% | +102.2% | +109.6% |
| 3Y | +463.3% | +104.4% | +359.0% | +308.9% |
| 5Y | +382.5% | +191.0% | +191.5% | +195.9% |
| All | +382.5% | +192.5% | +190.0% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling