+526.0%
GLW vs RF
+223.4%
+302.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.9% |
| 7D | +7.7% | +1.9% | +5.8% | +6.9% |
| 30D | -18.8% | +7.3% | -26.2% | -21.4% |
| 3M | -27.7% | -7.9% | -19.8% | -25.1% |
| 6M | -44.4% | +10.5% | -55.0% | -47.3% |
| YTD | +31.3% | +9.6% | +21.6% | +24.5% |
| 1Y | +40.0% | +20.3% | +19.8% | +27.2% |
| 3Y | +339.2% | +119.5% | +219.7% | +195.7% |
| 5Y | +229.2% | +48.2% | +181.0% | +156.9% |
| All | +526.0% | +223.4% | +302.6% | +227.5% |
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