+542.4%
GLW vs RL
+397.7%
+144.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.4% | +7.0% |
| 7D | -5.9% | +0.2% | -6.1% | -5.8% |
| 30D | -26.0% | +7.3% | -33.3% | -28.0% |
| 3M | -29.9% | +1.0% | -30.9% | -30.3% |
| 6M | -37.8% | +11.8% | -49.5% | -41.1% |
| YTD | +33.1% | +13.6% | +19.5% | +25.1% |
| 1Y | +36.8% | +24.0% | +12.8% | +24.0% |
| 3Y | +356.1% | +256.6% | +99.5% | +165.4% |
| 5Y | +243.8% | +240.2% | +3.6% | +97.0% |
| 10Y | +542.4% | +373.0% | +169.4% | +209.8% |
| All | +542.4% | +397.7% | +144.7% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling