+35.4%
GLW vs RNG
+177.2%
-141.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.7% |
| 7D | +15.5% | +2.3% | +13.3% | +15.8% |
| 30D | -19.6% | -3.4% | -16.2% | -19.8% |
| 3M | -28.5% | +20.9% | -49.4% | -26.1% |
| 6M | -39.5% | +82.2% | -121.7% | -33.7% |
| YTD | +37.2% | +164.6% | -127.4% | +42.5% |
| 1Y | +35.4% | +177.0% | -141.6% | +32.4% |
| All | +35.4% | +177.2% | -141.8% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling