+1,247.8%
GLW vs RL
+1,366.2%
-118.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | -21.8% | -4.0% | -17.8% | -21.1% |
| 6M | +6.9% | -1.9% | +8.8% | +7.0% |
| YTD | +77.2% | -0.2% | +77.3% | +75.6% |
| 1Y | +123.2% | +10.7% | +112.6% | +112.7% |
| 3Y | +400.0% | +210.8% | +189.2% | +218.8% |
| 5Y | +342.8% | +238.2% | +104.6% | +165.2% |
| 10Y | +771.4% | +313.4% | +458.0% | +348.1% |
| All | +1,247.8% | +1,366.2% | -118.3% | +274.3% |
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