+554.2%
GLW vs RACE
+717.8%
-163.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.2% |
| 7D | +15.5% | -4.0% | +19.5% | +17.5% |
| 30D | -19.6% | +3.5% | -23.1% | -20.8% |
| 3M | -28.5% | -0.4% | -28.1% | -28.5% |
| 6M | -39.5% | +23.2% | -62.7% | -45.3% |
| YTD | +37.2% | +11.0% | +26.2% | +28.5% |
| 1Y | +35.4% | -2.2% | +37.7% | +34.0% |
| 3Y | +359.7% | +22.5% | +337.2% | +284.4% |
| 5Y | +244.0% | +63.2% | +180.8% | +140.8% |
| All | +554.2% | +717.8% | -163.6% | +141.8% |
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