+382.5%
GLW vs RNG
-70.8%
+453.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.4% | +11.9% | +7.9% |
| 7D | +14.0% | -0.8% | +14.8% | +14.0% |
| 30D | +0.4% | +11.4% | -11.0% | -0.9% |
| 3M | -11.3% | +72.1% | -83.4% | -16.9% |
| 6M | +35.1% | +67.9% | -32.9% | +25.5% |
| YTD | +90.5% | +144.3% | -53.8% | +65.0% |
| 1Y | +132.0% | +117.5% | +14.5% | +103.8% |
| 3Y | +463.3% | +123.9% | +339.4% | +375.8% |
| 5Y | +382.5% | -70.1% | +452.6% | +374.2% |
| All | +382.5% | -70.8% | +453.3% | +374.2% |
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