+339.2%
GLW vs REPL
+97.7%
+241.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +7.7% | +1.2% | +6.5% | +7.7% |
| 30D | -18.8% | +92.2% | -111.0% | -20.2% |
| 3M | -27.7% | +44.1% | -71.8% | -28.5% |
| 6M | -44.4% | +313.0% | -357.5% | -47.0% |
| YTD | +31.3% | +125.2% | -93.9% | +25.1% |
| 1Y | +40.0% | +143.8% | -103.7% | +33.2% |
| 3Y | +339.2% | +104.2% | +235.0% | +286.6% |
| All | +339.2% | +97.7% | +241.5% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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