+493.9%
GLW vs RF
+279.4%
+214.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | -0.9% | -13.0% | -13.5% |
| 30D | -35.0% | +6.0% | -41.0% | -36.8% |
| 3M | -32.4% | -8.9% | -23.5% | -29.6% |
| 6M | -41.3% | +2.3% | -43.7% | -42.5% |
| YTD | +21.8% | +7.6% | +14.3% | +16.6% |
| 1Y | +21.8% | +21.2% | +0.7% | +10.4% |
| 3Y | +307.7% | +108.5% | +199.1% | +181.9% |
| 5Y | +213.7% | +43.2% | +170.5% | +149.2% |
| All | +493.9% | +279.4% | +214.5% | +221.2% |
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