+362.7%
GLW vs REPL
+96.7%
+266.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -6.4% | +13.9% | +7.6% |
| 7D | +1.4% | +5.3% | -3.8% | +1.3% |
| 30D | -18.2% | +66.6% | -84.9% | -19.3% |
| 3M | -24.2% | +59.6% | -83.7% | -25.2% |
| 6M | -41.7% | +482.4% | -524.1% | -44.8% |
| YTD | +38.3% | +124.1% | -85.8% | +31.8% |
| 1Y | +38.2% | +138.6% | -100.4% | +31.5% |
| All | +362.7% | +96.7% | +266.0% | +307.3% |
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