+493.9%
GLW vs RBA
+224.6%
+269.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | -13.9% | +4.3% | -18.2% | -15.0% |
| 30D | -35.0% | +16.3% | -51.3% | -37.9% |
| 3M | -32.4% | +1.3% | -33.7% | -33.0% |
| 6M | -41.3% | -11.1% | -30.3% | -40.1% |
| YTD | +21.8% | -8.5% | +30.3% | +22.6% |
| 1Y | +21.8% | -2.1% | +24.0% | +20.0% |
| 3Y | +307.7% | +44.6% | +263.1% | +249.3% |
| 5Y | +213.7% | +36.8% | +176.9% | +167.3% |
| All | +493.9% | +224.6% | +269.3% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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