+3,012.0%
GLW vs RF
+1,429.2%
+1,582.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -12.3% |
| 7D | -19.7% | -1.6% | -18.1% | -19.3% |
| 30D | -38.8% | +5.0% | -43.8% | -39.7% |
| 3M | -33.9% | -10.0% | -23.9% | -31.9% |
| 6M | -36.0% | +3.3% | -39.3% | -36.9% |
| YTD | +18.7% | +7.9% | +10.8% | +15.4% |
| 1Y | +19.8% | +21.2% | -1.5% | +12.4% |
| 3Y | +294.3% | +105.8% | +188.5% | +213.2% |
| 5Y | +205.7% | +43.7% | +162.0% | +165.4% |
| 10Y | +493.8% | +289.4% | +204.3% | +274.1% |
| All | +3,012.0% | +1,429.2% | +1,582.8% | +975.8% |
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