+471.0%
GLW vs RDW
+241.5%
+229.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | +7.8% | +0.9% | +7.0% | +7.7% |
| 30D | -0.4% | -21.3% | +20.8% | +3.0% |
| 3M | -5.6% | -37.9% | +32.3% | -0.5% |
| 6M | +26.7% | +12.3% | +14.5% | +22.3% |
| YTD | +91.0% | +39.7% | +51.3% | +78.6% |
| 1Y | +122.4% | +25.7% | +96.7% | +107.4% |
| 3Y | +471.0% | +230.8% | +240.2% | +373.8% |
| All | +471.0% | +241.5% | +229.5% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling