+952.2%
GLW vs RL
+1,549.7%
-597.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.9% |
| 7D | +1.4% | -4.4% | +5.8% | +3.4% |
| 30D | -18.2% | +5.6% | -23.8% | -19.8% |
| 3M | -24.2% | -0.6% | -23.5% | -24.1% |
| 6M | -41.7% | +15.5% | -57.2% | -45.2% |
| YTD | +38.3% | +12.3% | +26.0% | +31.2% |
| 1Y | +38.2% | +19.3% | +18.9% | +28.1% |
| 3Y | +363.4% | +255.5% | +107.8% | +181.5% |
| 5Y | +254.6% | +247.1% | +7.5% | +111.2% |
| 10Y | +562.0% | +346.0% | +215.9% | +231.0% |
| All | +952.2% | +1,549.7% | -597.5% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling