+867.9%
GLW vs RNG
+215.2%
+652.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +16.9% | -4.1% | +20.9% | +17.3% |
| 30D | +7.0% | +8.6% | -1.7% | +5.6% |
| 3M | -3.0% | +78.0% | -80.9% | -11.1% |
| 6M | +31.0% | +67.0% | -36.1% | +19.5% |
| YTD | +93.4% | +142.4% | -49.0% | +63.9% |
| 1Y | +134.7% | +120.4% | +14.3% | +101.2% |
| 3Y | +471.8% | +122.1% | +349.7% | +372.9% |
| 5Y | +394.5% | -69.8% | +464.3% | +422.7% |
| 10Y | +867.9% | +223.4% | +644.5% | +492.8% |
| All | +867.9% | +215.2% | +652.7% | +492.8% |
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