+307.7%
GLW vs RL
+240.1%
+67.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | -13.9% | -4.2% | -9.8% | -12.4% |
| 30D | -35.0% | +4.3% | -39.3% | -36.0% |
| 3M | -32.4% | -4.6% | -27.8% | -31.2% |
| 6M | -41.3% | +1.7% | -43.1% | -42.4% |
| YTD | +21.8% | +7.3% | +14.5% | +16.8% |
| 1Y | +21.8% | +20.8% | +1.1% | +11.5% |
| 3Y | +307.7% | +247.0% | +60.7% | +172.8% |
| All | +307.7% | +240.1% | +67.6% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling