+827.1%
GLW vs RL
+1,476.5%
-649.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | -13.9% | -4.2% | -9.8% | -12.5% |
| 30D | -35.0% | +4.3% | -39.3% | -36.0% |
| 3M | -32.4% | -4.6% | -27.8% | -31.4% |
| 6M | -41.3% | +1.7% | -43.1% | -42.4% |
| YTD | +21.8% | +7.3% | +14.5% | +17.4% |
| 1Y | +21.8% | +20.8% | +1.1% | +12.3% |
| 3Y | +307.7% | +247.0% | +60.7% | +149.6% |
| 5Y | +213.7% | +225.5% | -11.8% | +91.2% |
| 10Y | +509.3% | +363.0% | +146.2% | +200.6% |
| All | +827.1% | +1,476.5% | -649.5% | +150.3% |
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