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  • GLW vs RF✓SelectedUSD · RFGLW vs RF performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,542.6%
RF return
+1,537.4%
Excess return
+3,005.2%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
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