+243.8%
GLW vs RACE
+67.1%
+176.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.0% |
| 7D | -5.9% | +3.9% | -9.8% | -7.0% |
| 30D | -26.0% | +7.4% | -33.4% | -27.7% |
| 3M | -29.9% | +1.6% | -31.5% | -30.3% |
| 6M | -37.8% | +23.3% | -61.1% | -42.4% |
| YTD | +33.1% | +14.7% | +18.5% | +25.5% |
| 1Y | +36.8% | +2.5% | +34.3% | +34.0% |
| 3Y | +356.1% | +28.0% | +328.1% | +283.9% |
| 5Y | +243.8% | +69.8% | +174.0% | +136.2% |
| All | +243.8% | +67.1% | +176.7% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling