+4,542.6%
GLW vs RF
+1,537.4%
+3,005.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -1.3% | -3.6% | +2.3% | -0.3% |
| 3M | -21.8% | +8.1% | -29.9% | -23.8% |
| 6M | +6.9% | +11.5% | -4.6% | +3.2% |
| YTD | +77.2% | +15.6% | +61.6% | +68.9% |
| 1Y | +123.2% | +15.7% | +107.6% | +112.5% |
| 3Y | +400.0% | +86.9% | +313.1% | +307.6% |
| 5Y | +342.8% | +89.8% | +253.0% | +254.5% |
| 10Y | +771.4% | +344.7% | +426.7% | +429.3% |
| All | +4,542.6% | +1,537.4% | +3,005.2% | +1,474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling