+342.1%
GLW vs RF
+89.8%
+252.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | -1.3% | -3.6% | +2.3% | +0.2% |
| 3M | -21.8% | +8.1% | -29.9% | -24.8% |
| 6M | +6.9% | +11.5% | -4.6% | +1.4% |
| YTD | +77.2% | +15.6% | +61.6% | +64.9% |
| 1Y | +123.2% | +15.7% | +107.6% | +107.3% |
| 3Y | +400.0% | +86.9% | +313.1% | +268.4% |
| All | +342.1% | +89.8% | +252.3% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling