+554.2%
GLW vs RNG
+236.7%
+317.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | +15.5% | +2.3% | +13.3% | +15.2% |
| 30D | -19.6% | -3.4% | -16.2% | -19.2% |
| 3M | -28.5% | +20.9% | -49.4% | -30.4% |
| 6M | -39.5% | +82.2% | -121.7% | -45.0% |
| YTD | +37.2% | +164.6% | -127.4% | +14.9% |
| 1Y | +35.4% | +177.0% | -141.6% | +12.6% |
| 3Y | +359.7% | +177.4% | +182.3% | +268.7% |
| 5Y | +244.0% | -72.3% | +316.3% | +273.0% |
| All | +554.2% | +236.7% | +317.5% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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