+410.2%
GLW vs RACE
+36.9%
+373.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.1% |
| 7D | +3.8% | -2.5% | +6.3% | +4.3% |
| 30D | -1.3% | +0.8% | -2.1% | -1.6% |
| 3M | -21.8% | +17.2% | -39.0% | -24.7% |
| 6M | +6.9% | +13.6% | -6.7% | +3.2% |
| YTD | +77.2% | +12.2% | +64.9% | +71.1% |
| 1Y | +123.2% | -16.3% | +139.5% | +129.8% |
| All | +410.2% | +36.9% | +373.3% | +352.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling