+717.2%
GLW vs RACE
+670.3%
+46.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.6% | -12.0% |
| 7D | -19.7% | +5.7% | -25.4% | -21.5% |
| 30D | -38.8% | +9.3% | -48.1% | -41.0% |
| 3M | -33.9% | +3.8% | -37.7% | -35.0% |
| 6M | -36.0% | +29.8% | -65.8% | -43.0% |
| YTD | +18.7% | +15.6% | +3.1% | +9.9% |
| 1Y | +19.8% | +5.1% | +14.7% | +15.1% |
| 3Y | +294.3% | +30.8% | +263.5% | +227.2% |
| 5Y | +205.7% | +67.4% | +138.3% | +120.6% |
| 10Y | +493.8% | +793.6% | -299.9% | +140.3% |
| All | +717.2% | +670.3% | +46.9% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling