+115.7%
GLW vs RBA
-26.9%
+142.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | +3.8% | -2.9% | +6.7% | +4.0% |
| 30D | -1.3% | -12.3% | +11.0% | +0.2% |
| 3M | -21.8% | -20.5% | -1.3% | -19.8% |
| 6M | +6.9% | -18.5% | +25.4% | +8.9% |
| YTD | +77.2% | -18.2% | +95.4% | +81.3% |
| All | +115.7% | -26.9% | +142.7% | +124.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling