+350.4%
GLW vs REPL
+35.1%
+315.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.2% |
| 7D | -13.9% | +22.8% | -36.7% | -14.8% |
| 30D | -35.0% | +63.8% | -98.8% | -36.7% |
| 3M | -32.4% | +68.1% | -100.5% | -34.3% |
| 6M | -41.3% | +528.5% | -569.8% | -48.6% |
| YTD | +21.8% | +122.4% | -100.6% | +9.0% |
| 1Y | +21.8% | +154.4% | -132.5% | +8.0% |
| 3Y | +307.7% | +68.0% | +239.7% | +213.2% |
| 5Y | +213.7% | -35.4% | +249.1% | +158.9% |
| All | +350.4% | +35.1% | +315.3% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling