+244.0%
GLW vs REPL
-35.3%
+279.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +15.5% | +9.8% | +5.7% | +15.2% |
| 30D | -19.6% | +81.5% | -101.1% | -21.1% |
| 3M | -28.5% | +44.2% | -72.7% | -29.5% |
| 6M | -39.5% | +437.4% | -476.9% | -43.6% |
| YTD | +37.2% | +126.1% | -88.9% | +28.7% |
| 1Y | +35.4% | +143.1% | -107.7% | +26.7% |
| 3Y | +359.7% | +97.8% | +261.9% | +287.8% |
| 5Y | +244.0% | -34.3% | +278.3% | +198.2% |
| All | +244.0% | -35.3% | +279.3% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling