+40.0%
GLW vs RF
+18.9%
+21.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.7% |
| 7D | +7.7% | +1.9% | +5.8% | +7.1% |
| 30D | -18.8% | +7.3% | -26.2% | -20.5% |
| 3M | -27.7% | -7.9% | -19.8% | -25.4% |
| 6M | -44.4% | +10.5% | -55.0% | -47.3% |
| YTD | +31.3% | +9.6% | +21.6% | +20.5% |
| 1Y | +40.0% | +20.3% | +19.8% | +20.0% |
| All | +40.0% | +18.9% | +21.2% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling