+2,803.3%
GLW vs IRM
+9,964.6%
-7,161.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.1% |
| 7D | +3.8% | -0.5% | +4.2% | +4.0% |
| 30D | -1.3% | -8.1% | +6.7% | +1.8% |
| 3M | -21.8% | -9.7% | -12.1% | -18.6% |
| 6M | +6.9% | +10.0% | -3.1% | +4.2% |
| YTD | +77.2% | +43.0% | +34.2% | +57.1% |
| 1Y | +123.2% | +32.7% | +90.6% | +102.8% |
| 3Y | +400.0% | +102.7% | +297.3% | +285.2% |
| 5Y | +342.8% | +187.6% | +155.2% | +197.2% |
| 10Y | +771.4% | +420.1% | +351.3% | +360.8% |
| All | +2,803.3% | +9,964.6% | -7,161.3% | +809.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling