+40.0%
GLW vs RACE
-1.0%
+41.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.6% |
| 7D | +7.7% | -1.2% | +8.9% | +8.0% |
| 30D | -18.8% | +6.1% | -25.0% | -19.6% |
| 3M | -27.7% | -0.3% | -27.5% | -27.6% |
| 6M | -44.4% | +23.4% | -67.9% | -46.7% |
| YTD | +31.3% | +12.5% | +18.8% | +24.8% |
| 1Y | +40.0% | -0.5% | +40.5% | +30.8% |
| All | +40.0% | -1.0% | +41.0% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling