+356.1%
GLW vs RMD
+64.1%
+292.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.2% |
| 7D | -5.9% | +1.2% | -7.1% | -5.9% |
| 30D | -26.0% | +2.5% | -28.5% | -26.0% |
| 3M | -29.9% | +11.5% | -41.4% | -30.2% |
| 6M | -37.8% | +14.7% | -52.4% | -38.3% |
| YTD | +33.1% | -1.3% | +34.5% | +35.7% |
| 1Y | +36.8% | -5.3% | +42.1% | +40.3% |
| 3Y | +356.1% | +68.8% | +287.3% | +301.6% |
| All | +356.1% | +64.1% | +292.0% | +301.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling