+471.0%
GLW vs RNG
+119.8%
+351.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +7.8% | -6.1% | +13.9% | +7.9% |
| 30D | -0.4% | +9.6% | -10.0% | -0.7% |
| 3M | -5.6% | +83.3% | -88.9% | -8.1% |
| 6M | +26.7% | +77.9% | -51.2% | +22.2% |
| YTD | +91.0% | +139.9% | -48.9% | +73.7% |
| 1Y | +122.4% | +121.7% | +0.8% | +103.9% |
| 3Y | +471.0% | +121.9% | +349.1% | +394.8% |
| All | +471.0% | +119.8% | +351.2% | +394.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling