+342.1%
GLW vs RL
+238.1%
+104.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.9% |
| 7D | +3.8% | -0.8% | +4.6% | +4.1% |
| 30D | -1.3% | -7.8% | +6.4% | +1.6% |
| 3M | -21.8% | -4.0% | -17.8% | -21.1% |
| 6M | +6.9% | -1.9% | +8.8% | +6.7% |
| YTD | +77.2% | -0.2% | +77.3% | +74.9% |
| 1Y | +123.2% | +10.7% | +112.6% | +111.3% |
| 3Y | +400.0% | +210.8% | +189.2% | +211.5% |
| All | +342.1% | +238.1% | +104.0% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling