+331.3%
GLW vs RL
+260.1%
+71.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.1% | +1.3% | -12.4% | -11.4% |
| 30D | -28.4% | +7.6% | -36.1% | -30.3% |
| 3M | -28.8% | -1.5% | -27.3% | -28.4% |
| 6M | -39.8% | +12.1% | -51.9% | -43.1% |
| YTD | +28.7% | +13.9% | +14.8% | +20.6% |
| 1Y | +27.7% | +20.7% | +7.1% | +16.9% |
| 3Y | +331.3% | +260.6% | +70.8% | +175.2% |
| All | +331.3% | +260.1% | +71.3% | +175.2% |
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