+767.2%
GLW vs RF
+343.3%
+423.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +1.3% | +2.5% | +3.1% |
| 30D | -1.3% | -3.6% | +2.3% | +0.3% |
| 3M | -21.8% | +8.1% | -29.9% | -24.9% |
| 6M | +6.9% | +11.5% | -4.6% | +1.2% |
| YTD | +77.2% | +15.6% | +61.6% | +64.4% |
| 1Y | +123.2% | +15.7% | +107.6% | +106.6% |
| 3Y | +400.0% | +86.9% | +313.1% | +262.5% |
| 5Y | +342.8% | +89.8% | +253.0% | +208.9% |
| All | +767.2% | +343.3% | +423.8% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling