+233.4%
GLW vs RNG
-75.4%
+308.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -11.1% | -6.0% | -5.1% | -10.5% |
| 30D | -28.4% | -7.4% | -21.1% | -27.9% |
| 3M | -28.8% | +14.6% | -43.4% | -29.9% |
| 6M | -39.8% | +61.5% | -101.3% | -43.4% |
| YTD | +28.7% | +155.7% | -126.9% | +10.7% |
| 1Y | +27.7% | +172.5% | -144.7% | +8.6% |
| 3Y | +331.3% | +168.0% | +163.3% | +254.5% |
| 5Y | +233.4% | -73.8% | +307.2% | +248.3% |
| All | +233.4% | -75.4% | +308.8% | +248.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling