+521.8%
GLW vs RBA
+225.5%
+296.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -11.1% | +3.2% | -14.3% | -11.9% |
| 30D | -28.4% | +12.0% | -40.4% | -30.8% |
| 3M | -28.8% | +2.9% | -31.7% | -29.8% |
| 6M | -39.8% | -6.3% | -33.6% | -39.4% |
| YTD | +28.7% | -5.9% | +34.6% | +28.6% |
| 1Y | +27.7% | -3.9% | +31.6% | +26.7% |
| 3Y | +331.3% | +64.9% | +266.5% | +255.8% |
| 5Y | +233.4% | +48.5% | +185.0% | +176.4% |
| 10Y | +521.8% | +211.8% | +310.0% | +265.3% |
| All | +521.8% | +225.5% | +296.3% | +265.3% |
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