+493.9%
GLW vs RACE
+740.1%
-246.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -13.9% | +5.1% | -19.0% | -15.8% |
| 30D | -35.0% | +7.7% | -42.7% | -37.1% |
| 3M | -32.4% | +2.2% | -34.5% | -33.1% |
| 6M | -41.3% | +23.8% | -65.1% | -47.2% |
| YTD | +21.8% | +13.9% | +7.9% | +12.9% |
| 1Y | +21.8% | +3.8% | +18.1% | +17.3% |
| 3Y | +307.7% | +28.0% | +279.6% | +234.1% |
| 5Y | +213.7% | +64.9% | +148.8% | +119.1% |
| All | +493.9% | +740.1% | -246.2% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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