+853.6%
GLW vs RMD
+271.6%
+582.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.2% | +10.8% | +8.5% |
| 7D | +14.0% | -4.5% | +18.5% | +15.4% |
| 30D | +0.4% | +4.6% | -4.2% | -1.4% |
| 3M | -11.3% | +14.8% | -26.1% | -16.4% |
| 6M | +35.1% | -12.1% | +47.1% | +38.8% |
| YTD | +90.5% | -7.5% | +98.0% | +92.1% |
| 1Y | +132.0% | -20.1% | +152.1% | +145.3% |
| 3Y | +463.3% | +53.9% | +409.4% | +349.7% |
| 5Y | +382.5% | -22.2% | +404.7% | +391.9% |
| All | +853.6% | +271.6% | +582.0% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling